Set up,
You build a bloody house not a skateboard
What prompted this question if you don't mind me asking??
Yeah, I set up a board.
I have heard others use "build" though. Maybe it has come more from USA or somewhere else.
Some other crowds use it too, bike builders especially.
Someone recently made comment about it and everyone else chipped in and was saying WTF and similar.
Looking up hashtags, seems it is very American.