There are several different approaches.
Some vehicles are converted to run on SVO (straight vegetable oil). And there are numerous approaches to this.
You can buy commercially available biodiesel which will run in most diesels without modification. Here is a directory to find stations offering biodiesel in any area.
here
Prices run comparable to diesel, maybe a little higher.
You can process vegetable oil into biodeisel yourself, then run it in an unmodified diesel engine.
An internet search will turn up a wealth of information.
I've run commercially available biodiesel in my truck with no noticable differences. However it does clean the system of gunk, and it is likely that a fuel filter change will soon be required.