It would be great to make yourself your own wine but for that you need to have at least one winery also have to visit several vineyards for grapes and of course have the equipment or materials needed for making wine.
It depends on how large an operation you want. If you just want a hundred cases a year, then you can buy the grapes, and do the crushing, fermenting, etc. yourself. The space requirement wouldn't be all that much, and the equipment required would be rather small and inexpensive. Once you got into the thousand cases or more the costs and space needed would make it substantial. Having your own vineyard is a different matter, but finding grapes is not difficult.