To build a specific Set/MOC, you can click the Hammer icon on any Set/MOC tiles or use the Build this MOC button in the sidebar on the actual Set/MOC details page.
This will take you to the Build Results page and show you how many of the parts you have in your buildable collection, as well as what parts you are missing, eg:
You can modify the build settings and run it again if you like.
With the list of missing parts you can export them to file or click the Buy Parts tab to look for them in stores and buy them to complete your build.
There is also a Suggested Sets tab which tries to find LEGO Sets that are still available for purchase, which contain as many of the missing parts as possible. This can be a much cheaper way to acquire the missing parts in addition to getting a complete set as well.