Here's a generic advice i learned the hard way. if you are buying multiple parts, unless they are unrelated in their function (i.e a mouse, a SSD and a printer), ALWAYS buy them all from the same store. This way, if something is wrong, you can do a quick troubleshooting to see if you can find out what it is and fix it and if not, you take them all back to the store and have them find out the problem for you. Since there is a warranty, they will have to find and replace whatever is broken and you shouldn't have to pay for any of it.
Unfortunately, while this might SOUND like good advice, these days it's rarely relevant or possible. With the exception of the larger urban cities, most of the smaller PC shops, electronics stores and computer hardware retailers are gone. Completely out of business. For example, where I live in Colorado, there isn't a store other than Best Buy (Which has like ten things PC related that are all junk and way over priced) within like 100 miles where I could go to buy everything needed for a new build, which is not uncommon these days in the advent of there not being many (Or any) places like Radio shack, Circuit city, Tech 4 less, Fry's, Microcenter or any of the small mom and pop shops anymore for most small to mid sized towns.
Online retailers like Newegg, Amazon, Adorama, Microcenter, etc. have driven them all out of business except potentially in the large cities where there is enough population to support some form of them, but even then, options are very limited compared to what there used to be in this regard for local options. So, I'd say 80-90% of PC hardware gets ordered online these days which makes taking them back to the store not an option, and that's aside from the fact that unless you had them assemble it for you, most of them will want to charge you something for any testing or troubleshooting they have to do even if you bought the hardware there. There are exceptions, but few of them, and not available to the majority of people. And if you assembled the hardware yourself, then other than directly from the manufacturer (Who the warranty comes from, since warranties do NOT come through the retailer other than very minimal basic ones required by SOME state laws for like 30 days) you will have no manner of recourse. Some places like Microcenter or Geeksquad/Best Buy MIGHT try to help you out IF you bought the hardware from them, but for the most part these days, they ain't doing it for free unless you already paid them to do the build assembly and ended up with a problem.
And furthermore, if YOU assembled it and you DO have a problem, they ABSOLUTELY have the option of telling you to shove off and go deal directly with the manufacturer, because in most cases it will be probable that any damage was a result of you not knowing what you were doing or being careless and they are not going to eat the cost of that hardware because you screwed something up. I assure you. I see it ALL THE TIME from people who end up bringing their stuff to me after attempting to go down the avenue you are talking about.
Conversely, places like Amazon might actually be a lot MORE inclined to simply replace the hardware because it is more cost effective for them than to get into legal arguments about whether something was already borked or not, considering the high volume of retail sales they deal with. Plus, it's a hell of a lot cheaper to buy just about EVERYTHING online these days, especially when it comes to PC hardware, than it is to buy any of it locally. Places that have a Microcenter or something similar may be exceptions if they have sales on certain components, but again, there aren't that many places like that anymore if you don't live in a big city.