To expand on Dyver’s answer.
If the structure is destroyed and your items end up in asset safety, you will need to pay 15% of their value to retrieve them again.
If your assets are inside a POS module (old-type player owned structure, currently being slowly phased out) or a mobile depot when it gets blown up, your items will drop as loot.
As for getting your own structure, you can deploy anything from a small mobile depot (useful for refitting and storage when away from home) to a large citadel. Also the old POS can still be deployed. You buy the item on the market, then you have to anchor it and in some cases add fuel if you want to online modules to provide services. Be ready to defend your new structure from griefers, pirates, and general PVP types if necessary.
Initial setup costs for an Upwell structure would be a billion+ (at minimum - add more billions if you wish to make it actually do something useful) and the fuel costs will run you anywhere from a hundred million to a billion+ ISK per month, depending on the type and amount of modules that you bring online. That’s the cheap part though, the more expensive part of the equation is keeping the structure safe. However, plenty of “one-man” corporations do in fact own such structures (and plenty regularly lose them, too).