I would figure out how much wvo you'll need, meaning how far are you gonna drive daily, weekly, etc.
Then figure how much fuel you'll need mpg, etc, that will tell you how big your "setup" needs to be AND how much wvo you need to collect.
I bought a book years ago called "From the fryer to the fuel tank", (I think) goes through the "how" of making bio-diesel.
I think you can burn wvo without processing it, but the extra fat could cause some problems if fuel temps are too cold.
The processing is a lot of work IMO, like a lot of the guys have stated.
Don't know if they would let you in to look around but there is a bio-diesel plant at Brewster MN.
http://www.mnsoy.com/ Think this is it.
Basically soybeans to soyoil to bio-diesel, they make most of the bio-diesel for the state of MN.
If your gonna burn wvo during cold times might be a good idea to have a 2 tank system, meaning start on regular diesel then once engine temps come up switch to your "heated" wvo tank.
Main thing keep reading, check out some sites that are devoted to wvo and processing, take note of the guys that live in a similar cold climate and read the experiences..
Welcome aboard.