No law about that in the UK.
It's not difficult to make anything using mains voltages safely, if you buy a kit it should explain what you need to do. If it doesn't send it back.
If you already have some hobby electronic experience you have the basic skills, just follow the instructions carefully and test it properly.
Valves are more challenging so you do need to be careful, and as well as following the design, make sure things like fusing, polarity, earthing are all done properly and for the construction make sure all high voltage points are inaccessible.