For custom turbo, you must need:
1) The turbo unit itself (duh)
2) New exhaust manifold (turbo exhaust mani)
3) New programmable ECU or piggyback
4) New downpipe
5) New intercooler
6) New intake w/ custom piping (most likely relocated from factory location)
7) A whole bunch of V-bands and silicon couplers/reducers, etc.
8) Stainless steel piping
9) Pile of new gaskets, nuts, etc.
10) Some sheet metal for fabricating mounts

You may need:
1) New fuel injectors
2) New pistons
3) New rods
4) New camshafts
5) New ignition coils
6) New spark plugs
7) Spare engine for when you f*** this up

Those are the parts. Now the knowledge:
1) Understand what's in this chart http://www.turbobygarrett.com/turbobygarrett/compressor_maps and size your turbo accordingly
2) How to tune your ECU/piggyback
3) Welding skills
4) Pipe bending skills

Now the tools:
1) Mandrel pipe bender
2) Welder, better plasma for precision welds
3) Laptop for programming ECU/piggyback
4) A hydraulic lift
5) Basic wrench set
6) Angle grinder
7) Circular saw

Source: Personal experience with Mazda6 MPS, and a friend who works for Garrett USA.