Build PIC development board on bread board
It is possible if your PIC part is in a SPDIP package. If you have parts in the SOIC or SSOP package then it would not be possible to mount the parts on a standard breadboard.

Be aware that there can be issues with proto boards that can make the learning experience a painful one. The main issues that you could see include:


Intermittent connections.
Not compatible for high frequency operation.
Poor power and ground distribution and bypassing.
Capacitive coupling between adjacent circuit nodes. 
Shorts between component leads that are inserted without cutting them.