The answer would be, yes. You may purchase land to build your own house.
Finding the right vacant land usually means a land search that takes into account a number of different factors. If the seller doesn’t have a complete and updated survey from a reputable authority, you should ensure you undertake one before you agree on a purchase in order to avoid any unnecessary disputes.
You can also apply for the certified plans from the Department of Surveying and Mapping Malaysia (JUPEM).
Refer to this article for details on different types of land, finding the right vacant plot, surveying the land, agreeing on the purchase price, and how to complete the documentation:
All the best in your land search!