The following is a good overview for the PC-building process, but always refer to the manuals of all your components for the finer detail. In a way, this is just like assembling flat-pack furniture.
If you'd like to dip your toes in PC gaming instead, here are the parts I've picked out to build a PC roughly equivalent to the PS5 Pro. While the AMD Zen 2 microarchitecture behind the PS5 Pro is old ...
You can claim free games from services like the Epic Games Store, Amazon Prime Gaming, and GOG even if you don't have a gaming PC. The games offered are full, regular game releases, not "free-to-play" ...