That's a great question. I have a long article on that subject that appeared in the ANNALS of the American Academy of Political and Social Science some years ago. It's not easy but unfortunately it's not as hard as we would like. Mother Nature was both kind and cruel to us in setting the laws of physics; kind in the sense that highly enriched uranium and plutonium don't exist in nature and are quite difficult to make, I think well beyond the plausible capabilities of any plausible terrorist group. In fact, about 90-plus per cent of the work and the money in the Manhattan project went to making the nuclear material rather than to designing and fabricating the bomb.
So as I mentioned, repeated government studies of this question not only in the United States but in several other countries have concluded it is plausible that a terrorist group could make not a safe high-yield efficient bomb that a state would want to have in its arsenal, but a crude unsafe weapon of the kind you might put in the back of a pickup truck or a large van or something of that kind.
Such a thing would be unsafe. It probably wouldn't have the kind of yields you'd like to have, but it could be a devastating terrorist blow. It would take terrorism to a whole new level. It would take a well-organized terrorist group able to maintain a focused project over a substantial period of time. It would take some knowledge of physics, considerable knowledge of explosives, some ability to machine material.
There are certain scenarios whereby you might be able to sidestep some of those requirements that I won't talk about in this unclassified setting, but I will say that in the United States there are certain facilities where the security rules require that they prevent the terrorists from even getting to the material because of concern they might be able to set off an explosion while they are still in the building. So it's a serious concern if a sophisticated and well-organized group gets this material.