You can begin building without a registered business entity.
You can create your accounts (Supliful, ClickFunnels, Shopify), build your funnels, prepare your website copy, and start developing your brand before registering a company.
However, you will need to register a business entity fairly soon in order to properly receive payments and operate at scale. For supplement sellers targeting the U.S. market, a U.S.-based entity is recommended.
Our suggested approach is:
Start building and validating your setup
Launch your funnel and brand assets
Register your entity while you are going live
The Academy provides guidance on when and how to complete this step.