It is easy to make if you have the know how and some equipment, also if it is already known what you need to make. For example, aspirin is known structurally (unless I am mistaken), so if you have the chemistry know-how and equipment, you can make your own.
However the tricky part is to get it as a safe medicine to take, that you do not have impurities that could be dangerous, toxic. You will need to be able to make quality and safety checks like that. Which I am not sure how easy that really is.