First you should check out the following resources, second you need to build the culture materials, third you need to be able to get access to a species that has secondary or tertiary reporductives, fourth you need to be able to collect enough termites including nymphs to get them to form the reproductives, fifth you need to be able to wait for them to get established and the reproductives to form.
If you are going to attempt to purchase your termites, you need to be aware that it is illegal to ship termites over state lines without a permit from the USDA as they are a injurious plant pest (both shipper and reciever need permits) and that some states like Virginia prohibit the import of the termites without permits.