Built into what exactly? Generally speaking receiver is just going to be stuck onto the frame somewhere and have signal and power lines going back to the flight controller board or FC for short. Whether you buy it with one already hooked up or you put it on the frame yourself and solder those connections and configure the FC to use the receiver is just a preference. If first build/betaflight style quad suggest check out build vids on youtube (Joshua Bardwell is my go-to for most things), but can just buy with the receiver saves you some hassle of figuring out the protocol settings and just have to deal with binding your transmitter to the receiver (still something you'd have to do if bolting on a receiver you bought separately too).
Links to the things being compared will help.