It's not that hard to do, providing you are reasonably OK at soldering. There are two types of active guitar. One has standard high-impedance pickups that feed into an active tone control (plus often some form of boost) circuit. The other style (e.g. EMG) uses low-impedance pickups with a small signal amplifier built in to them, which again feeds into an active tone control circuit.

It's normal to buy either the tone circuit (with standard pickups) or the low-impedance pickups plus tone circuits, complete with matching pots (many circuits are often built on to the end of the pots, rather than on a separate board). The active electronics gives a high-impedance output that generally requires lower value pots (EMG are normally 25k). The active high-impedance output negates nearly all of the pickup 'loading' that signal cables and amplifier input impedances put on a passive guitar, so you can use long cables running across stage (with muck associated leaping about and knee sliding) without them affecting the guitar's tone.

Note that when using high-impedance pickups with an active circuit, it doesn't automatically mean that the pickups will be quiet. High impedance single-coils will still pick up interference and mains buzz as before. I once had an active Yamaha BB604 bass, with very noisy jazz-bass style pups in. Swapped them over to humbucking Bartolinis and it turned it into a very quiet and nice sounding bass.

Low-impedance pickups by nature pick up very little interference and so are inherently quiet.