Audiophile Style is the best place to learn about music servers.
https://audiophilestyle.com/What is your goal? Basic average sound quality like the Wiim or state-of-the-art with 3-D soundstage?
Have you built a computer? Is that what you meant by construct?
Do you plan to stream music from services like Tidal or Oobuz only?
Do you have a library of ripped CD's you want to play?
Do you want to stay with 16bit/44.1 kHz (Redbook) ripped CD quality?
Do you want to play hi-rez downloads? 24bit/96 kHz to 768 kHz?
Do you want to play DSD files? Ripped SACD disks are DSD64
Do you want to upsample all music to DSD256 like I do?
Do you have a DAC that can handle hi-res and DSD?
Do you plan to network the music server with other computers in the house?
Do you have a budget? My homemade server cost about $2000 in parts and software.