You can't realistically get the entire contraption + all the required fuel and engines up into orbit in one go. It is just too heavy. It is considerably more practical to send the mission up into orbit in smaller chunks, then reassemble it and optionally refuel at an orbital station, before you begin the actual flight.
Of course, this hangs on the premise that you are capable of docking with orbiting vehicles, which does require practice. So far, I've managed to do it a few times, in order to build my space station/refueling depot. But I'm still losing missions left and right, because I messed up the approach to the target vehicle.
In the interest of saving lives, I've opted to just use remote controlled modules as much as possible. All the dead kerbals are not conductive to successful future funding requests.
Rocket science: Apparently it's hard. Who knew?
Well, yes. That's how you assemble space stations :)