In order to build a successful NBA team, you have to be able to both draft talented players and also trade or sign other players to supplement those guys.
For instance, the Spurs drafted Duncan, Parker, Ginobili, Splitter and Cory Joseph. They traded for Kawhi Leonard on draft day (dealing George Hill, a player they had drafted and developed). They traded for Matt Bonner. Belinelli, Diaw, Danny Green, Patty Mills and Jeff Ayers, the guys that really enhanced their depth, were all signed as free agents. That's how you construct a team. You draft an all time great like Duncan, make some smart picks in Parker, Ginobili and Splitter, make a couple of saavy trades and then supplement everything through free agency.
Now, let's look at the roster construction of some other historic teams.
The Magic Johnson Lakers of the early 80's had Johnson, Michael Cooper, James Worthy and Norm Nixon acquired through draft (though Nixon was traded before the titles really started stacking up). A draft day trade brought back Byron Scott. They got Kareem Abdul Jabbar and Bob McAdoo (both all star level players) through trades. Mitch Kupchak, Kurt Rambis and Jamaal Wilkes all came through free agency.
The Bird Celtics are similar to these Spurs, as Bird, McHale, Cedric Maxwell, Danny Ainge and Greg Kite were all drafted by Boston. Dennis Johnson, Robert Parish and Quinn Buckner were all acquired through trades. M.L. Carr was a free agent pickup.
Jordan's Bulls had Jordan, Horace Grant, BJ Armstrong, Stacey King and Will Perdue all drafted by Chicago. Pippen was acquired in a draft day trade. Bill Cartwright was acquired through a trade. Cliff Levingston, John Paxson and Scott Williams were free agent signings.
The second three-peat saw only Jordan and Kukoc as players drafted by the Bulls (along with the draft day trade that brought back Pippen. Luc Longley and Dennis Rodman were both acquired through trade. Everyone else - Randy Brown, Ron Harper, Steve Kerr, Bill Wennington, Judd Buecheler - was signed through free agency.
And now the Heat. They only drafted Wade (although they did sign Haslem as an undrafted free agent that year). Joel Anthony was an undrafted signee. Chalmers and Norris Cole were both draft day trades. Bosh and Lebron came through trade. Battier, Allen, Juwan Howard, Rashard Lewis and the rest came through free agency.
Everyone makes trades and signs free agents. I think the difference with the Heat is that the trades for Bosh and James were so prominent. The Celtics traded for Robert Parish, who anchored the middle for those teams. They don't win those titles in the 1980s without him. The Lakers don't win without trading for Kareem. Same for the Bulls needing to trade for Rodman. These were all-star level players that they acquired through trade - in Kareem's case, and MVP level player.
The other thing you have to remember is that most teams are pretty savvy now and won't make some of the mistakes that allowed some of those earlier teams to be built. The Lakers drafted both Magic Johnson and James Worthy #1 overall. How did they get those picks? Well, the 1979 pick (Johnson) came because at the time free agency meant teams received compensation for players signed away from them (which has since been changed). New Orleans signed Gail Goodrich in 1976 and had to give the Lakers their 1978 first round pick, their 1979 first rounder and an additional second rounder. That 1979 pick ended up being #1 and became Magic Johnson. That's how Johnson ended up on a stacked team and won two titles in his first three seasons. After that second title, the Lakers picked James Worthy #1 overall. They got that pick from Cleveland, who after that and a series of other trades had the Stepien rule named after them (the rule that prevents an NBA team from trading consecutive first round picks).
So that allowed the Lakers to draft two hall of fame players that, had they drafted in the appropriate spots considering their finish, they never would have landed either Johnson or Worthy in all likelihood.