You can buy all of the parts listed above, but you need sort of a "master plan" for it to all come together smoothly. Also, some of those parts come in various sizes depending your your personal dimensions. So, buying any handlebars, stem, cranks may not work.
This frame will cost $25...and the rest of the bike will likely costs waaaay more than you expect and take weeks or more to get it on the road. ESPECIALLY if you don't know what you are doing.
My unsolicited advice: Save up and buy a complete bike (new or used).