traditionally they are grown in the dark [often in a bucket in a cellar or in an airing cupboard], as they don't need light to grow.
you can buy mushroom kits that come with a suitable compost and spores.
never tried to do it myself but many people do.

Used coffee grounds is an ideal medium for growing mushrooms and as SBG says above, dark, moist, warm, not a lot of wind. Here's a video for Oyster Mushrooms, but would probably work for other types too.

How To Grow Oyster Mushrooms From Used Coffee Grounds Cheap And Easy - Part 1
https://www.youtube.com/watch?v=HnLt0Xkm-Hs

Thank you seaburngirl,& Bathgate. I was thinking of trying with one of those cheap 14" polytunnels and darkening it out with black pollitine.

If that's how you want to do it, go for it. For me, I used big wide glass pickling jars with lid, coffee grounds and kept it in my basement which is exactly what they like - dark, warm, moist.