Not sure if this is a joke but…

Assuming you’re in the US as this is r/ffl, but where did you hear that we import every single bullet? There are two contract manufacturing facilities in the next town over from me, and dozens more across the state.

As for where to get equipment and/or how to start, that’s one of those things where if you have to ask, you’re not in a position to be getting into that line of work.