By “build a bike” do you mean that you want to fabricate the frame from raw tubing, or just collect a bunch of parts and hang them on a bare frame?
The short answer is that it’ll typically cost 30-50% more than buying the exact same bike complete, and may or may not result in a satisfactory, or even complete bike.
The best way is to have a very specific plan, or a couple of key major components, and to build around that.
“A hybrid road bike” is the exact opposite of specific. Too many variables to even begin to start. Just collecting a bunch of parts can also lead down the rabbit hole of incompatiblity.
You mentioned vintage; this is a path to possibly persue: Many people say they want to learn how to work on a bike by ‘building’ one, however they would be better served by acquiring an older bike that’s complete or mostly complete, and overhauling it. You can learn how to route cables and adjust shifters and derailleurs, without trying to also figure out whether it works with the other parts of the bike
FWIW; old 70s -80s “ten-speeds” make good base material for ‘townie’ / path-bikes.