If you really want to build a bike you need to understand many important things are not "Standard". Bottom brackets come in all types and sizes 68mm, 70, 73mm wide, BB30, PF, threaded types among others. Depending on what crank you want to run, a frame you buy may not be compatible. Headsets/forks not quite as complicated but size, length of steerer, axle to crown length need to be determined. Type of brakes also need correct mounts. You can find components to fit a frame chosen or a frame to fit components chosen. You really need to have a very good idea of what you want before buying anything.
In general buying a complete bike is cheapest and those components are usually chosen to work well together as well as meet a certain price point.