But they selecting the individual components, buying them from different vendors, then assembling them to the final thing.

You can "build" a PC or a bicycle without creating any custom part, but the end result will be unique. A keyboard has less parts(board, switches, keycaps and maybe a controller) but I think it still count as built.

If you order everything as part of one kit, like the furniture from Ikea, then yes, you just assembling it together.