If you want to build your own driving range, you're going to need to buy a lot of equipment. You'll need to get golf netting and a personal hitting care. It's also a smart idea to look for a company that provides professional installation.
Take a look at your options and see what retailer you'd like to buy from. If you're having trouble finding a place to buy, ask for advice at your local golf course. They should be able to provide a netting company.
There's nothing like the feeling of having your own range. Take the steps needed to make that happen.