what? Three tangs? See here:
http://home.earthlink.net/~steinrl/glossary.htm
Also, what do you mean, build yourself? Carve the handle, the scabbard, tie the handle wrap, everything? You're in for a treat

. And how is it hand forged? Don't take offense: I think you may have purchased a dud (especially if it's off of eBay or made in China). Display case? Do you mean shirasaya or do you mean one of those wall plaque things? Either way, if the tang and blade are decently shaped it could be worth it for practice.....
Handle:
http://japantrip.tripod.com/nihonto/tsuka/tsuka01.html a cheap way of doing it. It still takes a good amount of practice. The fit should be such that the tang is VERY snug in there but not so snug as to produce fractures in the handle. Also the channel should be shaped so as to not produce a stress riser in the handle at the tip of the tang.
Handle wrap:
The easiest way to tie up the handle is to simply tie the whole thing with simple cotton/silk cord (not ito) using glue and clamps to keep things tight - see
http://kriscutlery.com/japanese/standard/index_26kat.html for an example of the style I refer to. More complex styles can be attempted:
http://home.planet.nl/~sebregts/ just don't expect to get it right at all for a few years

. And then it may be passable.
Blade collar (has to be made specifically and then worked onto the blade). Some smiths produce solid habaki (like John Lundemo at
http://odinblades.com/
Fittings: can be purchased from various sources including:
http://www.japanese-swords.com/
http://www.shadowofleaves.com/
http://www.swordstore.com/
For a more DIY approach:
http://sdksupplies.netfirms.com/
Scabbard: basically similar to the handle except the blade, when inserted, should not be touched anywhere except on the edge and back sides of the blade collar. Fit should be such that it is not necessary to use much force to remove it but should remain in scabbard even if turned handle-down.