So if even remotely possible we write all CI as a single 'one-click' script which can do it all by itself. Makes developing/testing the whole CI easy. Makes changing between CI implementations easy. Can solve really nasty issues (think: CI is down, need to send update to customer) easily because if you want a release you just build it locally.
The only thing it won't automaticaly do out of the box is being fast, because obviously this script also needs to setup most of the build environment. So depending on the exact implementation there's variation in the split between what constitutes setting up a build environment and running the CI script. As in: for some tools our CI scripts will do 'everything' so starting from a minimal OS install. Whereas others expect an OS with build tools and possibly some dependencies already available.