The Payment Provider Gateway documentation uses the Magento 2.3.x version of the Braintree module as a reference application. The Braintree module was removed in Magento 2.4.0. The concepts described in this guide are still applicable to Magento 2.4.0, but the code samples are not supported.
Request Builder is a component of the Magento payment gateway responsible for building a request from several parts. It allows implementing complex, yet atomic and testable, building strategies. Each builder can have simple logic or contain builder composites.
\Magento\Payment\Gateway\Request\BuilderComposite is a container for a list of \Magento\Payment\Gateway\Request\BuilderInterface implementations. It gets a list of classes, or types, or virtual type names, and performs a lazy instantiation on an actual BuilderComposite::build() call. So that you can have as many objects, as required, but only those, which are needed for a request are instantiated.