I want to grow herbs like dill and cilantro indoors in the winter how do I do this?

Can it be done or is there not enough sun? Do I need a grow light and where do I get the supplies? No stores here carry soil and seeds and stuff in winter. And is it hard? I tried to grow indoor herbs before but they ended up dying soon. Can I grow dill from the dill seed they sell in the grocery store in the spice section?