It has been done, but it isn't a task for most people. First step is acquiring the basics: An 808nm pump diode >200mW, an Nd:YVO4 rod with the appropriate coatings for 1064nm lasing and interface to the crystal, the KTP crystal with appropriate interface to the laser rod and tuned for 532nm output, and any optics you may choose along the way. You will also want a good TEC to keep the pump diode cool. The alignment is not easy, so you'll need precision mounts for each component as well.
Keep in mind, this is a simplified version of what all would be needed for this to work.