I want to build a fireplace in a built in wall unit. It's a big square empty space
Elizabeth, if you are building a real fire or gas burning fireplace (not the electric kind), you really should hire a pro. Not only because of the huge risk of fire if not properly vented, but the enormous potential for an explosion of gasses or worse, carbon monoxide poisoning. It's just not worth the risk to do this without a pro.
Here is one idea https://www.hometalk.com/9592593/faux-for-now-fireplace
Here is another -How to Install a Wood-Burning Fireplace Insert | This Old House
I take it this is for an electrical or faux fire? Go ahead and use real bricks or Stone or Wallboard or form the shape you want with Timber frame with board fitted to it and decorate with a Wallpaper or Contact or pre- shaped and moulded cladding. Trim to suit.
Hi Elizabeth: Is this a real, electric or fake fireplace? Either way, there are rules regarding how far the surround can be from the fire place, the type of flooring and loads of other things. I agree that a professional should be called in to do this unless it's a fake fireplace. I don't mean to rain on your parade, but there are so many things that can go wrong that it's not worth trying to save a few dollars. Good luck and stay safe.