You will need either a small heated greenhouse or a dedicated room with no cold drafts you can turn in an indoor greenhouse: coffee plants are hardier than they take credit for, but repeated exposure to cold drafts will eventually kill them.
The most difficult part would be providing adequate levels of air moisture: coffee plants like their air humid, very humid. An automated misting system is mandatory if you don't want to spend your days with a spray bottle in hand.
From what I've been told the big problem with greenhouse-grown coffee is it's produced in very small batches over several weeks, making harvesting it a long drawn out process.
The bane of large scale plantations is rust, but if you pick healthy plants or grow them from seed it shouldn't be an issue. Mealybugs and scale insects however can be a problem since they find their way inside greenhouses way too often.
Finally a note: not unlike tea it's not so just the coffee cultivar that makes the difference but the growing conditions. If you can nail those growing conditions, you can get an excellent coffee but don't expect miracles. For example Turkish growers have been trying to repeat the success of Ceylon and Assam tea estates for decades now with little success: growing conditions around Rize are just too different from those of Southern Asia.
