What
NIW said!
Welcome to
OTT!
If you are at all handy, you could add a used loader to your BX. Building an entire loader from scratch would be an enormous challenge, even for a very capable welder. (The welding task would be enormous, and there is very little information available to develop a design. Hence: buy a used loader.)
Finding a used loader that fits your BX would be a challenge because they are few, and go pretty fast even though the prices I've seen are very high. So the hardest thing, finding the loader, should be the first thing. It is also the most important because it probably would be complete with frame, lines, hoses, cylinders, bucket, and control block. Some of that may be missing, broken, or corroded. Or maybe not. Once you have the loader, you can scope out what remains to finish the project.
There's a lot of information about adding an FEL here on OTT, as well as the other popular forums, so if you go that route, you would not have to blaze a trail.
You might search fleaBay for loaders (research which models fit the BX23, so you can narrow the search, and be able to cross-reference other brands for compatibility); use SearchTempest to search CraigsList as far away as you're willing to drive; and check the auction houses and salvage yards for compatible loaders.
Here are a couple of vendors that I like:
West Kentucky Tractor Parts
Mid-South Salvage, Inc.
You may want to check out the auction houses and sales sites for tractors with FELs, to get an idea of the cost of upgrading. My experience is that is less costly (and more immediate) than adding on.
Here are auction and sales Websites:
AuctionTime.com
TractorHouse.com
(You can occasionally find FELs on AuctionTime.com as well.)
As for supplies, there are sponsors here on OTT who are hydraulics vendors, and a lot of information here on sources of various components.
To your question, how to do it? That depends on the route you decide to take. Pick your course, and we can talk about the possibilities.
I apologize if that's too much information. Please keep us informed on your progress!