It can present some challenges but I wouldn't consider it impossible by any means, don't let such thinking thwart your ambitions, heh. There are many ways to go about doing it, its just a matter of finding the way that works best for you.
Some prefer using breadboards and components, which may not be as difficult as some might imply. After that though such setups often move on to soldering their own custom PCB's, which is an approach that could prove very challenging as soldering blind can be extremely dangerous. Though there are other ways to build custom PCB's if necessary, such as Press Fit Jumpers, conductive glue, wire wrapping, etc. They have their own quirks to be sure, but are a possibility.
The other easier option is to work with pre-built circuits, of which there are many, and use jumpers and connectors to just plug them together. You could even wire up your own by buying male/female header connectors and attaching wires, or JVT connectors. The Uxcell Buzzer module KnarfB linked in your post seems like a good fit for this approach, as it has all the required components built into it and just requires straight jumper connections. There are also stepper motors that come bundled with similar jumpered controller circuits as well.
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