You mean from scratch, buying each part individually?
No, not really.

Almost all of the wires (all of the important ones at least) go only one way. If you know how to operate a screwdriver, remove and add PCI/AGP cards, read a motherboard manual, configure the BIOS (the hardest part, and it isn't all that hard), and install Windows, you are set.
A gaming PC willl have not many more parts, just generally better quality parts. The graphics card and Motherboards will be better, and more powerful. There may be a Sound Card, rather than built-in sound. And a gaming machine will probably have more RAM than a normal machine.