Whom to buy from and what are pros and cons

I have taken a new task for procuring hardware for a company, they want a server setup for VM workload, my job will be to deliver the hardware and provide VM software solution. Till now I asked few people around who did procuring and they have all done it via some vendor, I have two questions.

1. What are pros and cons from buying from vendor?
2. Why can't we directly approach the company like Dell, HP, Lenovo or someone else.

I am new to this and trying to figure it out.