Can we build capacitors on a PCB board?
You will have a hard time achieving 1&nbsp;nF by just laying out copper on a standard two-layer FR-4 board. The capacitance is given roughly by the parallel plate equation:

\$ C = \dfrac{ \epsilon A }{ d } \$

In this case 

\$ C = \dfrac{(4.7)(8.854 \times 10^{-12}) A }{ (1.6 \times 10^{-3} ) } \$

or 

\$ C = A (2.6 \times 10^{-8}\mathrm{F/m^2}) \$

Meaning you'd need .038&nbsp;m2 or 380&nbsp;cm2 of copper area to achieve 1&nbsp;nF. I used 4.7 as a typical dielectric constant (relative permittivity) for FR-4 and 1.6&nbsp;mm as a typical board thickness.

It is not uncommon to make pF scale capacitors by parallel copper regions, but it's normally done in multilayer boards where the d term can be much smaller. This kind of constructed capacitor can achieve lower ESR and ESL than a discrete capacitor, so it is valuable for bypassing power supplies in very high frequency circuits.

There are also companies that make special materials that can be laminated up in a multilayer PCB to provide a high-dielectric-constant layer, enabling construction of even larger capacitor value by metal patterning. 3M is one. These are often called embedded capacitors or buried capacitors. Contact your PCB fabrication shop to see if they support this type of material.