Hello,
I am looking to build a Windows server for a small business for them to share files with security + users + roles.
What I am looking for answers on are the following points:
* Better to go with a complete system (HP, Lenovo, etc... ) or build one myself?
* Where would SSD fit in here, is it a good idea to depend on SSD for a file sharing server?
* RAID ?
* Which version of Windows Server?
* What about backups, what kind of backup plan is recommended?
* other tips and ideas

Thanks in advance for the help.
On SSD: Enterprise SSD is expensive. The problem with SSD is that it has a limit on how much you can rewrite on it. That makes it unpractical for rapidly changing filesets (like cooperatively edited files).
I think your best bet for speed is RAID, and again for backup. I believe RAID 10 could fullfil your demanding performance and backup needs.
I am not an expert, and most of the above is stuff I have casually come across online. No hands-on experience.
First of all you must have a budget, because the price could reach upto 100,000 USD, including infrastructure (both wired and wireless), software licenses (Win Server (2003, 2008, 2008R2), Window Pro (XP, 7, *,etc..), Win CAL), Hardware (Server, Switch, Computers, Network Printers, etc...), Backup solutions, and installations (Hardware & Software)
Better to go with a complete system (HP, Lenovo, etc... ) or build one myself?
How much time do you want to spend on this? You can save cost by building your server yourself, but you might have more important things to do with your time. The same reasoning applies to future maintenance of the server.
Where would SSD fit in here, is it a good idea to depend on SSD for a file sharing server?
I've never tried setting them up, but I doubt SSDs will provide a real performance boost, when your main bottleneck will be the network.
SSD storage is also ridiculously expensive, especially considering the high volume of data a business will generate.
RAID?
RAID makes sense if you need high availability. What should happen when a disk fail? If the company is willing to be interrupted (or continue working, but locally) for a short while, then you may cut costs by not setting up a RAID.

Generally speaking, I would definitely suggest you set up a RAID, but keep in mind that it wastes a lot of disk space.
Which version of Windows Server?
No clue. But it'd help if you mention the OS running on client machines.
What about backups, what kind of backup plan is recommended?
There's no generic answer to this question. It depends on so many things:
  • The total volume of data.
  • The volume of data added each day
  • The importance of data: email might be super important, but throwaway code that you wrote 3 years ago and didn't make it to production can be discarded.
  • Laws and regulations: I work for a bank where we are forced by law to backup certain data for a fixed amount of time
  • Databases need to be backuped too! Regularly backup db dumps.
  • Experiment with different compression algos to find what suits you best
Keep in mind that tape storage is slow and expensive, but is a life saviour.
other tips and ideas
Have you considered running Unix on the server? xD
(It's not "better". I just happen to know it better)
SSD would be good to hold the system, applications, and page file. As a server might use quite some memory and exceed RAM capacity, it would be good if the pagefile would be on an SSD.
Using an SSD to store your files and having them laying there is not optimal. At all. For big files, what you need is sequencial access, and old spinning disk drives are good for that, especially if you put them in a "striped" RAID configuration (but then be sure to have a backup - and I'm stressing on that, it's not just something you say. I'm serious. Recovering data from a RAID array is a pain, when it's possible at all!).

RAID can be used to boost availability, sequencial speed, or a combination of both (3 disk raid with parity). In either cases, make sure you have a backup unless you enjoy spending a whole week to recover your data or don't care about loosing it.