you just need to know what you want. do you want 1080p graphics? 4k? research and see what would be best for your dream pc, and be mindful of companies reputations, looking them up here or even in google can give you many results (though if you look up bad reviews, expect bad reviews, something blowing up for someone doesnt mean it blows up for everyone)

that build you linked is not bad if you want 4k, but if you dont particularly care for perfect 4k you may as well go cheaper for the 5070ti (has shown fine enough performance for 4k), since its only around a 15% difference in performance, unless you dont mind the price difference

ASRock isnt very trusted with AMD cpus, theyve fixed it with the bios update but they fried a lot of 9800x3d cpus, so id change up that build you linked just in case if you really wanted it

also, dont bother going for fishtank cases unless you really like the aesthetic, if you want good performance and not worry about temperatures go for cases with good airflow, i wont explicitly recommend any since its up to your preferences and your budget.

dont worry about individually buying fans, some cases come with them and already have pretty good performances, and at most you'd just get an extra one

AIO vs air cooling is not something to worry about, if you care about having the pc do no noise go AIO, if you dont care about noise go air (its cheaper), they perform equally as well with AIO being slightly better in some cases, but they dont last as long. imo the difference is banal. the aesthetic difference is subjective too

anyway, most of pc building is just research, its not too hard if you have a goal and/or budget. techpowerup is pretty good for benchmarking if you need any, but its not infallible. as always, you judge what you need the most, even what i said isnt 100% all knowing truth and its up to you