I think my biggest problem would be finding a place to shoot a rifle like that out to the ranges it's capable of shooting; I have a 300 win mag and several .308s and 100 yards is the best I can find. I had a 200 yard range but it's out of commission now. very depressing. I'm looking at getting out west where I should have better luck with that.
As far as powder goes, no, you don't need any kind of BATFE license or anything but you had better know what you're doing when you're messing with a cartridge like that or you might end up with a broken rifle or worse. There are a lot of considerations that you have to account for.
I already live out in the country so finding space is a minor consideration fortunately. On re-loading I want to find someone or somewhere that gives/teaches a course in re-loading in my area and take it. I don't wish to hurt myself by doing it wrong. I also want to find resources to teach me about the general concept of sniping. I did some amateur sniping in Nam but nothing serious. I took the math in school, algebra and trig but hey, that was some -+50 years ago and I didn't pay all that close attention back then.
Perhaps I'll find myself some reading material. Don't want to be a sniper but I thought it just might come in handy one day in a SHTF situation. I live in a plain area, no mountains or hills but windy at times and humid all the time. A Gulf Coast region state.