Étoilé project comes with many components, but it is not necessary to build everything if you do not want to use every component. You can just go to individual subdirectory and build a component with 'make; sudo make install'. Most of applications are under /Etoile/Services. Components in User subdirectory are for regular tasks. They are often launched by users when needed. Components in Private subdirectory are usually staying through the whole session after login.
If you choose to build Étoilé components individually, there are two levels of dependencies. First, some applications depend on other frameworks or libraries. If a building fails, you should be able to find out which framework or library is needed. Second, some applications depend on other applications. GNUstep provides excellent mechanism for inter-process communication and Étoilé takes an advantage of it. In that case, the component will build and run, but may not behave as expected. An example is that AZDock depends on Azalea.
If you met any problem of building or running an Étoilé component, you can ask people on Étoilé SILC server at silc.etoile-project.org. Here is a list of SILC clients to use.