You charge up a
capacitor by connecting it across a DC power supply with or without a series resistor.
Given enough time (determined by the capacitance and the resistance of any series resistor) the capacitor will eventually have a
voltage across it equal to the power supply voltage.
So, to charge a capacitor, first you need to find a power supply that can supply the voltage required.
Not sure what you mean by a "RIG".
Power supplies don't have to be expensive, but they can sure be dangerous if you are talking about high voltage supplies. So, you might like to read about them on Wikipedia:
http://en.wikipedia.org/wiki/Power_supplies
http://en.wikipedia.org/wiki/Rectifier
Especially read about the use of bleeder resistors. These are placed across capacitors so that the capacitor discharges into them when the power is removed. Otherwise, some low leakage capacitors can carry a lethal charge for months.
Capacitors can be charged individually and placed in series for discharge. This doubles the voltage available.
Connecting them in series while they are charged would be a risky process unless you did it with a switch inside a box with the capacitors.
Always play it safe with electricity. Anything over 50 volts can potentially kill you.