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The ones I have used came complete....
The shelf with a metal bracket, basically a plate with 2-3 metal spikes that fit inside the shelf....never thought about building my own
If it’s a solid wall- chemical wall plugs are great . Drill hole into wall set a length of threaded stainless steel into the wall by placing chemical plug in hole then knocking threaded rod into it . Allow to cure then use the sticking out bit of threaded rod to mark edge of shelf , drill hole (over deep ) into shelf and a small hole underneath to intersect and to let you tighten a nut drawing shelf to the wall. If it bothers you plug the hole under the shelf afterwards .