In the US this is simply not true. See 47CFR paragraph 15.23. FCC approval is not required for "home-built" devices, but they must follow the technical rules, and must not cause interference.
shokjok - I see that you are not in the US. One cannot use just any frequency in either country. The permissible frequencies and power levels for the US are listed in FCC regulations. There are about 100 frequencies and bands where one may not operate. I don't see anywhere that a home-built 4W CB device is allowed.
Torben - You appear to be correct. For Canada. Unless I'm looking in the wrong place, RSS210 does not appear to allow home-built transmitters.