Dubia roaches are not hard to breed, which is why many people with multiple insectivorous pets will choose to start a colony. All you need is a secure enclosure, a heat source, plenty of appropriate food, and some patience.
However, be aware that too much handling of the roaches, or always being around them, can lead to you becoming allergic to the frass (droppings). For this reason, it is generally better to get your dubia roaches in regular shipments from a reputable supplier. This will minimize the risk of allergies developing for you or your family members.