Sure, you can buy the individual stocks on the Aliceblue interface.
However, you would need to punch in 15-20 individual trades to buy it and track & manage each stock separately. For example, rebalancing the weighting scheme of your smallcase, will need a manual calculation on what's the allocation required to buy/sell some stocks individually through the Aliceblue interface.
Also, each smallcase is reviewed every quarter and a rebalance update is sent out based on the changes that are made. You miss out on that if you buy smallcase stocks elsewhere.