It’s not as hard as you think
https://wiki.blender.org/wiki/Building_Blender/Windows
(I’m assuming you are windows)
Blender is not really in ‘parts’ but in ‘branches’. Most of the new features you see are actually added to the ‘master’, but there are some areas that have their own dedicated branch that pulls and pushes back to the master to add features and take the features that other devs have added when applicable.
Eg – each of the Google Summer of Code students had their own branch. Nathan Craddock had the Outliner branch. He created some cool new functionality in this branch that can’t break anything else. Then when this code is approved, it gets merged back into the master branch. (Then that branch no longer exists – unless he does more stuff and the process repeats)
When you see stuff on social media, it could be a branch before it is added to master – or it could be the master. (It depends)
You could actually build your own version of ANY of these branches – or you could download a precompiled version.
Personally I just build the master every day (well almost every day).
Because it is already set up and optimised for my machine – it is a single line of code in the terminal and takes about 60 seconds to get the latest version (the bleeding edge).
cd /my build location/ ; make update ; make
Not trying to say you should go ahead and be as cool as me by building your own version, but just saying you would be a cool as me if you did.
*NB – Being “as cool as me” is actually a downgrade from your current “Cool Level”