I just have a drum cut in half outside, I filled it with water and left it for a few weeks, the water turned green. Luckily for me I had some just down the road (thanks LA) but otherwise I would have advertised on here that I was looking for some. No heating or lighting, just a drum outside.
I have heard of people heating it over winter, and keeping it inside under lighting, I think if you get temperatures that are likely to freeze the water that might be a good idea, or if you need mega amounts for fry rearing then keeping the temperatures up over winter wont have a population decline.
They eat algae, not all forms, I find infusoria is best. Easiest way I found to grow that is in sunlight, not flouro. But, if you can get green water inside under flouro, then daphnia will thrive.