Wild-caught adult iguanas are almost universally impossible to tame. To catch one and cage it would be cruel. They make very viscious "captives".
IMO you would have to hunt down nests, and dig up the eggs, then incubate them. This is done exactly the same for snakes, too.
You would have to hatch almost a dozen igs and keep them for 18 to 24 months. At that time you can sex them. I'm pretty sure that now some labs will sex animals using a blood sample, so if that's really true, you can sex your igs as soon as you figure out how to draw drops of blood. Don't get a syringe and go for the tail vein. I think I've heard in the past that occasionally blood drops were collected by cutting a rear toenail above the quick. note there is a difference between the claw and the nail.
WEhen they are sexed, you need to keep three females and one male. They must be raised in nearly perfect care. They probably all have parasites or gram negative bacteria in their gut. It needs to be identified and treated.
They must all be kept separately with plenty of space in their habitats. They can't be allowed to view each other. That would start a subtle dominance struggle. IMO that's hard on them physiologically.
Umm...hey, IMO it's so complicated and so time-coming that you would eventually be sorry you started it. You can look up the techniques if you look up how so many people rear corn snake variants. In convinced you can find a beginner's forum about lizard breeding. There might even be a forum about iguana breeding.