
I would say first your need a very big Microscope, a pair of tweezers and a steady hand :p
a good tech site i visit might be able to help in their forums:
http://www.tomshardware.com/
I did a GOOGLE and came up with plenty of how to install a CPU but not build one, closest i came across was this:
http://www.extremetech.com/article2/...1829618,00.asp
But im not an extreme googler so someone might find the right info, or wait for Subman to answer
Good luck on building one.
[If your meaning you want to build a PC, hell thats easy, there's plenty of sites on how to build one.]
example, How to build a Computer: Step by Step.
http://www.techpowerup.com/articles//other/144/1