It depends a bit on how specific your request is - but for a good result, ordering will definitely be easier.
Well, you might have to spend some time looking, but it'd be "clean" time behind the keyboard as opposed to "messy" time spent prepping the bike parts.

But here's the thing:
- while there's a reasonable variety of colours available for pretty much all the components of a wheel, wheels as a rule aren't sorted by colour. You'll have to enter your spec (size, intended usage etc) and start the chase from there.
- and while matching rims to hubs is fairly common, far fewer will be doing matching nipples - particularly for other colours than "silver" or black.
- and matching spokes - for other colours than "silver" or black - is decidely rare.

So if you want a complete match(hubs, spokes, nipples, rims), you'll probably have to get a custom build.
Not a problem as such, but these guys usually have a shortlist of parts that they prefer to use. And that list is unlikely to coincide with all your specific requests - particularly the coloured spokes.

I'll let others chime in there, who might have something more local to suggest. Depending on your degree of dedication, start with looking at the regular webshops that offers custom wheels. That ought to get you matching rims and hubs, and probably your choice of either black or "silver" spokes and nipples.
If you want more, start talking to wheel builders.