Progress so far: Scored an old IBM server running a Xeon processor from the IT department.
Installed USB mounted copy of Linux to check that everything is functional and were able to get onto the net and make various things work, so all the signs are good.
Installed a second-hand 500GB hard drive and bought and installed an OEM copy of Windows 10 from the internet.
Got the various fun things installed including Steam and again, things still seem to be working.
Have now ordered 16GB of RAM, a basic sound card and a fancy graphics card.
That should all arrive for the weekend.
So far, relatively painless, but time-consuming in the way that only computer builds can be (i.e. install, download patches, reboot, download and install next set of patches, rinse and repeat for an entire day!)