Is it possible to “Build” a mac or do i have to buy one from Apple?
You have to buy the hardware from Apple, or an Apple authorized dealer.
With the “PCs” ... there are a lot of generic parts there, and while there are some generic parts for the Macintosh computers, they also have special parts and chips from Apple, that only Apple has ... and the hardware and software are specifically “tuned” with one another, to run the best possible.
You’re not talking about an ordinary “PC” here ...
Legally, Apple doesn’t sell the OS as an independent piece of software, they sell integrated systems. So, no. (Well yes, but “Hackintoshes” come with no support and a bit of legal peril, especially if you’re trying to sell them.)
You might want to google “hackintosh”
Not legally. . . but Apple doesn't particularly care if you want to build a hackintosh. They won't go after you unless you attempt to manufacture and sell them for profit. . . like Psystar did.
It’s actually possible, it is called a “Hackintosh”.
http://www.hackintosh.com/
http://lifehacker.com/the-always-up-to-date-guide-to-building-a-hackintosh-o-5841604