HOW MUCH DOES IT COST TO SET UP PET SHELTER?

It's hopefully obvious that there's no maximum: you can spend as much as you can afford.

The minimum varies a lot, to the extent that it's almost pointless to even try to answer the question. There's the cost of the shelter itself (land, buildings, etc.) which - again, I hope this is obvious - will vary depending on what local real estate prices are, plus the cost of compliance with whatever local regulations there might be.