Step 1. Buy unroasted green beans
Pro tip: Buy two pounds raw to yield one pound roasted
You'll first need to pick up a few pounds of raw coffee beans, which look like tinier greener versions of their fully roasted selves (don't try to taste one, they're hard as a rock and you'll crack a tooth). If you know of a local coffee place that roasts its own beans you may have luck scoring some there; if not, there are a wide range of solid online options.
Keep in mind when ordering that while the beans will increase in size as they're roasted, they'll also lose about half their weight, so if you want to end up with a pound of roasted beans buy two pounds of raw. Every raw bean will give you its own subtle flavor characteristics as well, so do some research to make sure you're picking something you'll like.