I found it very hard, to find a third-party company to teach me assembling the server hardware, even if I offer them money. Can I ask about how to find a assembling training in the country I'm in?
To expand slightly on the HopelessN00b's excellent answer.
First off as you were advised most professional sysadmins don't assemble their own hardware so as you've found training courses are very rare if not impossible to find.
Secondly, this would fall under the product or service recommendation category which is off topic here on Server Fault (and to a large extent Stack Exchange in general).
If you're determined to go down this route and not buy off the shelf then I think you'll find that building systems is fairly easy and not really requiring a training course.
Server assembly is not part of the job description of most system administrators and that makes such questions off-topic.
The basic skill set required for server and computer assembly is partly what you would learn in kindergarten, square peg goes in square hole, some common sense and partly what you would find in an (introductory) vocational training course in micro-electronics, electrical engineering or similar at a local community college.
My impressions of the staff working in independent computer shops that assemble PC's (and sometimes servers) from commodity components are (stereo-) typically either computer enthusiast without much formal education, or have some form of the aforementioned vocational training. Typically they are not system administrators.
My opinion and prejudice is that those who build systems from components select those components primarily on the price, reviews and performance of the individual components, instead of their contribution to the complete end-result. My expectations for systems built from (common) of the shelf components is that quality control will be inconsistent and testing limited to a successful OS install. That perceived inconsistent quality is a big reason not to consider those systems for the larger scale deployments I associate with professional system administration.
An example of that is a problem such as this thermal issue
Most of the large brands have your complete systems assembled on demand from a limited pre-selected and validated set of components in their own factories or by their local distribution partners. Most vendors will organize some level of training and certification for the staff those facilities but that training will be specific to their product lines and only open to those staff and not the general public. Those staff are either semi-skilled assembly line workers and/or have a background in micro electronics, electrical engineering etc.
They'll be provided with quality control tools to verify that assembled system is build correctly and fully functional.
The actual design of the server systems and their options, the selection and design of components etc. that is done by more highly skilled engineers in the main product development labs of the large brand name vendors. Individual components should be tested extensively as well as integrated testing with the assembled systems. Relevant training for that would either be an university engineering degree or PhD specialized in electronics or a CS degree for staff writing the embedded software, drivers etc. As a small shop or individual you can't and shouldn't desire to compete with that.
I have what I feel is a useful alternative answer.
If your job is to work on physical hardware, as either an employee of a company that services or buys lots of servers from a particular vendor, you can pay, or more accurately have your employer pay, to become a certified technician on that class of hardware. In fact, if you're a big customer, the vendor might let you take the online training for free.
I was certified on Dell servers at a previous job, because I admin-ed over 1000 physical machines, mostly blades. I was able to go through the online training so that I could diagnose and dispatch replacement parts on my own, without having to first open a ticket with support so that I could upload my vendor diagnostics report to some underpaid young person.