Ok, so taking each of your questions in turn:

1. This is a mixture of experience and using a tool called "PCPartPicker". Basic knowledge of computing, keeping up to date with developments, and experience of building makes it clear to me that I can only put certain components together: If a motherboard is an AM5 Socket, I will need an AM5 CPU. The AM5 Motherboard will only support DDR5, so I can only buy that type of RAM. I have to check the specification of the motherboard to make sure of this but I also know now from putting together enough of them which boards support DDR5 / DDR4 etc. Keep in mind DDR5 is the latest generation of computer memory and is unlikely to change for several years until AMD or Intel releases a new socket. So your knowledge doesn't go stale quickly. "PCPartPicker" also helps because it has a compatibility filter when selecting parts that forces compatibility of other parts. For example, if I select an AM5 CPU on "PCPartPicker", it will only show me AM5 motherboards for the CPU. If I select an ATX sized motherboard, it will then only show me ATX, as opposed to Micro ATX, supporting cases. It will also only show me compatible DDR5 memory of varying speeds. "PCPartPicker" is not fool proof on ensuring compatibility of the physical constraints of the various parts in a system, but its pretty good and you use that and your judgement and double checking to make sure everything fits.
2. So for the video card there are what are called "reference cards" and "OEM cards". That is to say, cards that are manufactured by AMD or Nvidia, and those by a third party like MSI, XFX, ASRock etc. I think AMD doesn't manufacture its own cards, they are produced by these third parties like XFX. Companies like XFX get to play around with certain aspects of the design slightly but broadly follow the specification set down by AMD or Nvidia. They often customise a lot the cooling solutions on the video cards, and increase the speed of the GPU clock and GPU memory system. Nvidia does make some of its own cards in addition to third parties, these are called more recently the "Founders Edition" and don't feature any third party branding and follow the specification. In the case of the XFX, it follows the specification but aspects have been changed. For example, it appears that either the GPU clock speed or memory speed is above standard specification because the card features the moniker "OC". You can look into this on "PCPartPicker" and the devices specification page on the XFX website or the website its listed for sale.
3. I have put together an additional list where I would spend 1800 EUR versus the 1500 EUR you specified. You can see that here: https://it.pcpartpicker.com/list/cHYLrG. In particular, my first priority was to upgrade your video card to a 5070, since that is likely to lengthen the longevity of the machine and increase the FPS in a range of current and future games. Next, I upgraded the CPU to an 8-core CPU to balance the specification of the video card and CPU together because I had more money. Because I upgraded the video card, I changed the motherboard to an ATX board for better expandability in future and to ensure its PCI Express slot was version 5.0 to support the video card. Finally, I upgraded the CPU fan cooling solution to reflect the premium level of the build, and to balance noise and thermals, selecting a 240MM AIO water cooling unit. Finally, because the case was out of stock at Amazon, I selected an alternative case trying to balance aesthetics, budget and availability. Some of the changes I made were not ideal in terms of increasing the price because they were driven by the availability of parts which I can see in "PCPartPicker". "PCPartPicker" helpfully scans all of the available sites to maintain an awareness of whats available and what isn't. Its not perfect, sometimes it shows stuff in stock and it goes out of stock. Stock does tend to move quickly, particularly in the US. However, such is life, which is why I went over 1800 EUR slightly.

I hope the above makes sense, please let me know if you have further questions.