Is it hard to change PSU and GPU also add CPU cooler?

Solution
Hard for me? No. Hard for you? Maybe. Changing the PSU and GPU are very easy. Everyone should be able to do that. Unplug old parts, remove, plug in new. Case might make it difficult but those are simple. The cooler can be an issue. Some need LOTS of pressure to secure it, or use a complicated screw/nut system. Depends on the cooler. If you are good with your hands you can probably figure it out and it won't be to bad.
Hard for me? No. Hard for you? Maybe. Changing the PSU and GPU are very easy. Everyone should be able to do that. Unplug old parts, remove, plug in new. Case might make it difficult but those are simple. The cooler can be an issue. Some need LOTS of pressure to secure it, or use a complicated screw/nut system. Depends on the cooler. If you are good with your hands you can probably figure it out and it won't be to bad.
 
Solution
As Ironsounds said, check out the videos on youtube on how to install things. If you think it's not hard, then give it a shot. The PSU and GPU are easy, the cooler will be the hardest. If the videos don't scare you, then give it a shot. It's not hard to do these things. We have people come here every day saying they built their first tower. It is something just about anyone can do.