This depends very heavily on the game system.
Some systems are mechanically quite transparent - Runequest and Rolemaster are two examples of this, I think, from the "trad" stable of RPGs. If you try and build a PC who has big numbers in the combat skills, you'll get a PC who is relatively effective in combat. (You might come unstuck because of damage mechanics, but that won't be due to a lack of system mastery.)
I think RPGs like Dungeon World and Fate are examples of pretty transparent systems from the "modern" stable.
With Runequest you'll need to consider whatever your culture considers appropriate in terms of combat magic and make an effort to become competent at that, or at least to be able to resist it. Even then, skill is more significant than most magic. You can get by with being resistant to magic and really, really good at hitting things and not being hit.
Fate actually makes a big effort not to make combat seem more significant than other parts of the game, and I think it succeeds at that. Even in a fight, there's more than one way to be useful, but the dedicated combat specialist has obvious ways to make their character good in that area in the secure knowledge that they aren't going to be overshadowed at fighting by someone who's supposed not to be a s strong at it.