People are generally more keen to buy whole systems than just parts. Shops will always have a markup for building the machine for you. If in any doubt, DON'T attempt self-build on your own. There are elementary precautions to take, like grounding yourself against the danger of static damage, and taking backups of vital data. The front cover popped off under gentle pressure, while the side plates needed two screws to be undone before they dropped out.
Different cases have different designs.
I like this spacious Intel-spec one. The first step in building the new machine was to open up the new case and see how it fitted together, and to check how the ATX size motherboard fitted to it. If you can't do this then you'll likely want to put the CPU in first. Inside the box. The bigger bunch of cables are power cables which you can plug into your hard disk, CD, etc.