Presume that you refer to a commercial range in an urban environment.
With lots of money, a good attorney, cooperative municipalities and an extremely good knowledge of all applicable laws, it will be anything but easy.
Add to the mix the need for good liability insurance, you now have to determine if the public will be willing to pay enough for a decent return on your investment. It is not unreasonable for range owners to have millions invested.
I private range on your own property where there is NO retail trade, is still subject to zoning laws, building codes, neighbors, safety/liability issues.
Much depends on the actual physical location.