Yes its really easy, I used a plastic see through container, connected an air stone to it on a window seal to get plenty of light and keep it cool, not sun facing window. I put them in early as they like plenty of light so had all day and by next day you should have brine shrimp. Make sure you have salt in the water I cant remember the salinity it needs to be at though.
As D.M said unless your breeding fry its generally not worth doing it though. They consume there yolk sac within 24-36 hours and dont have much nutrient factor from then on really. Its very unlikely you'll raise any to adult as its alot of hard work especially not being able to filter the water as they would all end up in there.