To build a custom mechanical keyboard, decide on the keyboard size you want and choose the features you want, including RGB lighting, QMK firmware, and USB port. Go to an online store to select and buy the parts you wish (keyboard case, plate, circuit board, stabilizer, switches, and keycaps). You'll also need tools like a soldering iron, a solder sucker, solder wire, and a keycap puller. For more information, visit a DIY website.