There's quite a number of home-made mills and lathes on the internet. My YouTube algorithm shows them. They are all a lot of work and usually there's not a lot of video showing parts being made. Although the basic parts are relatively simple, building and aligning everything is not easy. They are often simple machine, with none of the frills that machinists need to be productive. When I watch the build videos, it sometimes looks like a carpenter or mason has decided to branch out into a new field without knowing how things are done and with no "feel". In other words, building machines badly can be a way to subtly avoid becoming a machinist. I went through such a phase (mostly on paper) so I can't case the first stone but I certainly wouldn't advise such an extreme bootstrap strategy.
If you want to learn how to build machine tools, maybe this is the perfect opportunity. It won't be easy or inexpensive. The cheapest way to get a working mill is to buy an import and use it to improve itself. This is already quite a lot of work and you'll learn a lot.
If you just want to make parts, you might find that picking up extra shifts or getting a seasonal job will be more efficient. I think it would take a mechanical non-machinist 8 x 40-hour weeks to draw and build a 3-axis mill. If you worked that many hours at even 10 $/hr, you could buy an RF-30 and some tooling.
When I think back on the hours I spent thinking about machining and watching videos, it was such a waste of time. I should have told the wife that I wanted to buy a mill next year and it will cost 4,000 (a little extra for tooling and inevitable shortfall. Might have had to eat in on Fridays or find a side hustle but I could have been machining 10 years earlier if I had focused on buying a mill off the shelf.
In any case, good luck.