In a diesel engine, the fuel leaves the tank via tubes, enters the fuel injector, and is forcefully sprayed into the engine, where it combusts. Diesel engines were designed with fuel oils of all types in mind, including vegetable oil. You could buy a bottle of Crisco and pour it into the tank and the car would run -- but not well, and not for long. Vegetable oil is naturally more viscous than petro diesel or biodiesel, so getting it to the point where it is liquid enough to pass through the tubes to the combustion chamber requires a significant amount of heat and can be quite difficult if the engine is cold. Additionally, SVO will gum up the works if it reaches the engine but then is left to cool. Moreover, SVO that isn't hot enough burns incompletely, and thus inefficiently.
Converting an engine to run on SVO, then, means tinkering with the fuel-delivery system to warm the SVO before it passes through the tubes and, in some cases, heating it again before it enters the combustion phase. For the mechanically minded this is a thrilling challenge, and if you want to design your own conversion system, go for it. The rest of us will have to rely on commercially available systems.