From scratch (pieces of round stock), or from a commercially available receiver? There are plans for the various .50 BMG builds out there, most use a surplus M2 bbl. The main problem with a scratch build is proper heat treatment. With the rifle kits we use for AKs, ARs, etc. the critical locking parts are already manufactured and heat treated. Especially with the BMG round, get the heat treat wrong and your face or shoulder could be toast.
For smaller calibers most would just buy a commercial receiver or barelled action and go from there. With a bare receiver you can turn a bbl from a blank, or if a Mauser is the starting point they make "short chambered" complete bbls that screw in and only need the chamber deepened a bit to set headspace. All sorts of aftermarket triggers and stocks available. Except for custom reworking of the bolt handle and such, it is a buy parts and assemble build.