What I'm trying to do is to create a following CI flow with standard AWS tools: run a build of a commit when a Pull Request in Github is created or updated. Or run a build of any branch on my command. Very similar to what Codeship, Travis and many other CI services offer.
Is it possible with CodeBuild + CodePipeline? I noticed that I have to specify exact branch in CodePipeline and, unfortunately, could not find how to integrate Github Pull requests into it. Maybe I overlooked it?
CodeBuild now directly supports building GitHub pull requests (without Lambda intermediate step), if you're looking to simply run a build as part of the PR. For running more steps with CodePipeline as part of a PR, you'll still need to set up some scaffolding as the other answers suggest. https://aws.amazon.com/about-aws/whats-new/2017/09/aws-codebuild-now-supports-building-github-pull-requests/