MANCHESTER, England—British authorities believe the suicide bomber who killed 22 people outside a pop concert here this week assembled the powerful explosive device himself, possibly with the help of accomplices, a Western security official familiar with the investigation said Friday.

A large number of those suspected of aiding the 22-year-old British-born attacker, Salman Abedi, in carrying out the plot were in police custody, said the nation’s top counterterrorism police officer, Mark Rowley.

...