Yes you can go to the bank and apply for a loan to buy land and to build a house with.
When you get a loan to buy land and build a house you'll usually get what's called a home construction loan and you'll need to provide the bank with house building plans before they will approve the loan.
It can be hard to get a loan to just buy land but not impossible.
Sometimes farmers will get a loan to buy land with and pay the loan back every month in payments so it's possible.
Some banks may offer what's called land loans and you'll usually need to put up some form of collateral to secure the land loan.
Ask the bank about a construction loan or a land loan as sometimes you can get a loan just for land through some banks.
Especially banks that lend money to farmers.
But if you plan to build a home on the land then you can usually get a construction loan for the home and land.
Other times you'll need to have a home already on the land to get a traditional home mortgage.