Are you planning to feed them, or let them fly out and fend for themselves?
You will need to start with licencing. You will need to check your local laws, but here is the relevant licensing page for Florida, as an example:
Note that Sugar Gliders don’t need a permit, so if all you’re looking for is flying milk, you could have a squirrel-dairy instead and bypass that requirement.
I’m mostly concerned about the potential for disease. Please don’t start another pandemic just yet.