Hand-wound inductors are pretty common. I just stripped down a broken portable CRT television (circa 2003) for parts and the RF sections were stuffed with what look like small hand-wound (five to fifteen turns) inductors.
Building it up and getting it working is how to learn. I just think that if you start with a circuit simple enough to actually do that (crystal radio circuits are very simple), you should hand-make the parts that are usually hand made because that is an important part of the circuit. You need to be able to get it going properly even if the inductance of that hand-wound inductor isn't exactly spot-on, for instance, and so on. Inductive parts are so commonly made by hand that it's good to develop an intuition for them.
If you're using parts that would be used in an "actual" radio, it's going to be a very hands-off design because they're all ICs now. The older pre-IC ones are packed with parts that are hard to find now, like trimmer inductors and so on, and tend to use more complicated designs to get better characteristics for the end user. Not a good starting point.