Welcome aboard.
Before embarking, you have to indicate your budget. Franken Subs start around a grand & can reach several grand, depending on how many gen parts your plans call for, how critical you are & who is doing the work. I would recommend that you begin by researching the Sub model (eg, 5513) you want to build. Visit some local vintage watch sellers & try some on, use their functions & familiarize yourself with their look & feel. Also, spend time perusing gen sites to download pics of the gen model you want. 1 of the problems with vintage Rolex are the vast number of variations within a single model range, which is the thing that confounds newbies & many long-time collectors. Pick up a good Rolex Sub book. There are many available that include lots of good, clear photos that you can learn details from. It is a good idea to have a good working knowledge of your model before you do anything. That will reduce the likelihood of costly mistakes.
Once you have a good idea of your goal, I would begin by sourcing a movement, dial & case, in that order, since the movement is generally the most costly & it will fit any gen spec dial/case. Keep in mind that most of the better aftermarket cases will cost a grand or more by themselves; same with the dial. & the final cost to build most frankengens tends to exceed the best pre-construction estimates. So be prepared for both sticker shock & the occasional setback (part that does not fit, movement that has unexpected problems, parts that do not match seller description, etc).
Good luck.