Can You Really Build a Sailboat? 
Well, Noah did it centuries ago without the aid of present day modern technology. So of course you can build your own sailboat. The question is not whether you can, that is, the ability to do something. The question is whether you have the time and the resources to invest in such a colossal project. Building a seaworthy sailboat can take a good five years! This is a realistic figure, give or take a few months. Also, I'm not talking a dinghy or any other small boat; I'm talking at least a 35feet to 45feet long boat. 
Hopefully, if you are undertaking a project of this dimension, you are an avid reader. There are plenty of books available on the art (science? - Nah!) of boat making. And then of course, there is the internet.
Once you have made up your mind about the type and size of the boat, start searching for boat plans. They are available for free or at a price. Personally, this is one area where I'd spend good money and get someone to use CAD software and get the design. Solves the problem of lofting the plans. 
The next step would be to buy the required material and tools. Begin with the stem of the boat; the hull is what will be the largest job within the project. Move on to laying the keel, adding the bulkheads and constructing the interiors. This can be followed by the deck and then installing the systems like plumbing, electrical, fuel and steering. If you have a head for following the plans down to a T, your effort will pay off. 
Well, what are you waiting for? Haven't I inspired you enough to get thinking on building your own sailboat?