This is a good, simple article on how (and why) to grow one or more Lemon trees in your home or greenhouse.
http://www.naturallivingideas.com/grow-lemon-tree/The plants are not hardy for colder climates, and need extended light (10-14 hours per day) to produce fruit.
If you can provide artificial light, this is possible for just about anyone.
The primary reason to grown Lemons is to avoid scurvy (Vit. C deficiency) at all times of the year.
You DON'T need to buy the trees themselves, although you may... They can be sprouted from seed. Note the recommended variety in the article.