Essentials classes have different build characteristics than "original" classes. Specifically, very few of them follow the at-will/encounter/daily/utility model of earlier classes.
If you play a thief, you get exactly what the essentials book tells you and no more.
Look at How are some Essentials classes non AEDU classes? for more details.
To amplify what I think your full question, let me walk through the building process. The actual build is from here.
To begin, we set some basic requirements:
A Ranged Thief with high damage.
As you've given no indication of other narrative requirements, we move to fulfilling the (very simple) mechanical requirements with no limitations.
We'll call our character "Knives Rodriguez" for lack of a better name. Please, choose a better name.
We'll choose race:
We've chosen drow because the support they get for throwing knives around is second only to the support they get for hand crossbow "pew-pewing." Both are excellent choices.
We then choose ability scores: Str 10, Con 12, Dex 18, Int 8, Wis 12, Cha 12.
We, at this point, can choose background and theme. I'm going to skip those bits because they're not in the essentials book.
We then follow instructions, picking a feat (Light Blade Expertise), Skills, and two utility powers (Acrobat's Trick and Tactical Trick.)
We then grab equipment (armor and a few pockets full of daggers.)
That is the limit of choices we can make at level 1. As per page 173.
We level up by following the table on page 175.
At level 11, we choose a Paragon Path (Dread Fang), and get the features and powers it says it grants to us. We also follow the chart on page 186, swapping out the things noted as "master thief paragon path feature" for the things that dread fang grants us.
And at 21, we follow the same pattern.