Why would you call colocation "building your own data center"? You could call it "colocation" or "renting space in a data center". What are you building? You're racking. Can you say what you mean?
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Still kudos going this path in the cloud-centric time we live in.
Thy will vary by country, by state or even county , setting up a DC in the Bay Area and say one in Ohio or Utah is a very different endeavor with different design considerations.
What point are you trying to make? It does not matter where you are in the world, or what local laws exist or permits are required, racking up servers in a cage is much less difficult than physically building a data center (of which racking up servers is a part).
Also people doing the build outs of a DC aren't likely keen on talking about permits and confidential agreements in the industry quite publicly.
Yes the title is click baity, but that is par of the course these days.