Server assembly is not part of the job description of most system administrators.
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 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. Components would be selected based on the price, reviews and performance of the individual components, instead of their contribution to the complete end-result. My expectations for quality control would be inconsistent and testing limited to a successful OS install.
Most of the large brands have your complete systems assembled on demand from a limited pre-selected 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. 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 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. Individual components should be tested extensively as well as integrated testing with the assembled systems. Relevant training for that would either be an engineering degree specialized in electronics or a CS degree for staff writing the embedded software, drivers etc.