Do you need a permit to make spacecraft?

I had this dream were I managed somehow to make a Jules Verne-esque spaceship (Looks like a looong bullet with steam locomotive parts added on) I ended up somehow got it flying up from a wheat field and flew all the way to Mars and back, but I can't help if Nasa or someone else would either arrest me for not having a permit or permission to fly the spacecraft or would something else happen?