First you need to buy the land.
Once you have the land, think of $150 per square foot for a basic house, up to $225 per square foot for something nicely finished.
With all the shortage of skilled trades, and rising prices for building materials, it is not going to get any cheaper anytime soon.
You will need to check if the lot you are buying is zoned for residential housing. This is something your realtor should do for you. If it is, you will need to submit plans to the city for a permit to start construction. The city will want to inspect the house as it is built, and once more when it is completed to issue a permit for occupation.
If the lot is not zoned for residential use, you will first need to apply for rezoning.