I think you are a little confused about what a "supercomputer" really is.
The classic supercomputers were massive machines built from scratch with numerous processors wired in parallel and one-off operating systems.
Then came Beowulf
, basically a poor-man's supercomputer kludged out of a pile of identical off-the-shelf PC computers and linked together via ethernet and running a customized Linux variant.
You might build one or two decent computers using parts, or you could do a little research, buy some additional hardware and build your own mini cluster, but doubt you would be able to run Windows reliably on it.