NOPE! no soldering!
well, maybe a little if you want to wire a fancy switch, but there won't need to solder anything onto the motherboard or anything.
but to build your average computer it's basicly all square and round pegs with square and round holes, the thing you need to make sure of is, that all your parts are compatible. example don't get a SCSI drive if you don't have a SCSI motherboard (but most motherboards have IDE, and most hard drives are IDE)
and you should know the difforence between PCI and ISA and AGP, and IDE and SCSI
(PCI is new slots like they have on soundcards and stuff)
(ISA is for old soundcards, and isn't on many motherboards anymore)
(AGP is the slot for recent graphics cards)
it's actually pretty easy, just try getting 2 old computers, taking it apart, and swaping the parts and making one better computer or something, if you want to learn.
It's pretty easy, and theres lots of guides online