To expand slightly on the HopelessN00b's excellent answer. 

First off as [you were advised][1] 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.



  [1]: http://serverfault.com/questions/623800/choosing-a-server-chassis-based-on-server-boards-requirements