First time build

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As a first time builder, do you need to buy like a wireless card (or something to pick-up my wireless signal) or sound card (to hear sounds from WoW). If not, what do you plug your speakers into to hear? If I were to follow the builds, is it basically a matter of me connecting together all of the parts within the tower then installing windows and etc? Thanks, sorry for the basic questions.

You need a wireless card if you're going to be using a wireless connection yes. Some motherboards comes Wi-Fi ready but they're usually higher end boards (more expensive). The on-board sound nowadays is perfectly fine and it has all the connections you need.

Newegg TV: How To Build a Computer - Part 1 - Choosing Your Components
Newegg TV: How To Build a Computer - Part 2 - The Build
Newegg TV: How To Build a Computer - Part 3 - Installing Windows & Finishing Touches