Here are basic instructions on growing it
http://www.hippocratesinst.org/growing-wheatgrass

You need to buy organic wheat berries (winter wheat/hard wheat or red wheat). Where I live I have at least 3 stores that sell them. Some seed work better than other, and if nothing else, try online seeds for wheatgrass growing, they usually have some proven performers.

Also some growing trays (at least 2), potting soil, peat moss.

You'll also need a type of juicer that will squeeze the juice out of wheatgrass (unlike sprouts, wheatgrass has to be juiced to get at the goods, unless one is a ruminant moooo ). There are good manual juicers for grass, also any electric single-auger type works. If you start on wheatgrass juice go sloooow. It packs nutrients, but it's also a detoxer that can cause a rapid release of toxins from tissues into bloodstream making you sick like a proverbial dog. Also, many, me too, dislike the taste and smell of it, but want to stick with it, so I juice it with a green apple, to take the edge off.

With sprouts I found the easiest way with "Easy Sprout" sprouter. Health food stores often carry some sort of kit and starting seed mixes for sprouting. The initial investement pays itself off after you work your way through first bag of seed.