When the mushroom you want to grow did not come in a kit, you'll need to do some research to know how to grow it. And if you really want to understand the biology of mushrooms, then there is a major concept you need to understand.

How does the mushroom feed?

This means, how does the mushroom obtain nutrients to feed itself, and to fruit?

There are three basic ways in which a mushroom can feed itself:

Saprophytic Mushrooms

These are the mushrooms that are commonly cultivated, because Saprophytic mushrooms break down dead plant matter, absorbing the nutrients as they go. Some may be Primary Digesters, which love good fresh dead matter. Some are Secondary Digesters, liking something that is already partially decomposed before they start chewing on it. Others are Tertiary Digesters, which means they like it after lots of other microorganisms have worked it over - they like the mushy stuff.

Saprophytics may prefer leaf or grass material, they may like woody debris, needles, or even buried roots, and some like rich composted matter with lots of manure, some like very little. They may LOOK sometimes like they are working on live trees, but they are not, they simply find the dead spots in a living tree and go to work on that.

This class of mushrooms are the easiest to grow, because their preferred nutrient sources are fairly simple to replicate or substitute. They are typically grown either on logs or sawdust, or they are cultivated in compost.

Parasitic Mushrooms

Parasitic mushrooms don't bother to wait until the host is dead, they'll start breaking down plant matter in living plants, causing various forms of decay which can, in time, lead to the death of the host plant. There are some really good edibles that are parasitic, but they are not safe to grow, because they will not only kill the host eventually, but they can spread to places that were not intended to be infected.

Mycorrhizal Mushrooms

This category is the most complicated to grow, and in many ways, this grouping contains some of the most desirable mushrooms, including Porcini and other Boletes, Chanterelles, Amanitas, Russulas, Truffles, and many others.

Mycorrhizal Mushrooms are a little like both saprophytic and parasitic mushrooms, because they do break down some organic matter to draw nutrients from it, but they also infect the roots of plants (often trees), and draw nutrients from the tree. Unlike parasitic mushrooms though, they do not kill the host, instead they form a symbiotic relationship, where they aid the plant in receiving additional moisture and nutrients, and in return, they draw some additional nutrients from the plant. This allows Mycorrhizal mushrooms to produce larger fruitings than they could support from their own mycellial mass, but it also means that they must be established on a plant that is capable of providing large amounts of nutrients at one time - so this normally means that the root mass of the plant must be large and fairly mature in order for the mushrooms to produce well.

Growing them in containment is problematic, since the plant mass usually has to be fairly sizable, and to grow them without the plant you must develop an alternate nutrient delivery protocol. So for practical purposes, if you want to cultivate Mycorrhizals, you will need to naturalize them into a suitable habitat.

Once you can answer the question regarding the feeding habits of the mushroom, then you can narrow down the environment required to support either naturalization, or contained cultivation of the mushroom.

But be warned. Sometimes understanding this principle can be the doorway to a mycological addiction.