Some places have zero codes, zero inspection requirements, and zero permitting. You can pretty much build whatever you want.
Not the case in most places; you will need plans, drawings, approvals, permits, etc.
You could still build a home of natural materials such as logs, stone or even hand made adobe bricks legally. For roofing, you could make homemade split wood shingles.
Could make your own doors, trims, cabinets, etc. out of wood you mill yourself. Areas where you will have to spend some real money and buy things include; windows, septic, well, electrical system, plumbing materials & fixtures, insulation, cement, mortar & concrete, etc.