You build servers like any other computer except that it requires more hardware than what you would normally put into a custom build......but all depending upon what your have in mind....along with the server operating system.
You don't need a server to set up and run a website. That can all be done using the typical home/office computer and utilizing the servers from the web hosting site. It is not all that expensive in doing it either... nor do you have to run the computer 24/7. It needs to run only long enough to periodically check the site and upload/download.
The sites you named I am not really that up on. But the first thing that you need to do is purchase the domain. I use GoDaddy.com for that as they have major options that are available. In My opinion it is best to create the name under various domains and then redirect to what would be your main one. Godaddy can perform this without any problem. and so can your hosting site.
Idea is to allow for peoples mistakes.....you name a business....ABC.com and you also purchase the same under the .net and .org domains as well. This way your customers can still get to you from a mistake in the url. You will be surprised at how many people make this kind of mistake and get the error 404 website not found message.... By capturing the other domain names..like $10 (us) per year per name you also capture the customers that err in trying to get to you.
Once you have the names and all then you select your hosting site...There are some very good ones and also some very bad ones. Try to go with one from somewhere that you are familliar with....ask around or check the bottom of the web pages of your favorite sites and see what they use. You also want to know what software the hosting site prefers to use. V bulletin is about the best for plain sites....but if you are opening an online store or something you might wish to use the company that has set up the store fronts to begin with. It just depends on what you have in mind.
A typical website will run you about $200 a year unless you opt for one of the lesser ones that will fill your website with useless adds. Do your research.
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