You get a culture from someone who has then already or go for a drive in the country and look for stock troughs. Watch out you don't gather up blanket weed or other nasties as well.
They can be kept in a large container like an old bath, fibreglass pond, half a mussel float etc. Allyou need is water and add the daphnia. They can be fed on a variety of foods like green water, dried blood, dried yeast, grass clippings (I think someone said they used them) or sheep poo.