Natural uranium primarily consists of two isotopes, U-238 and U-235. Pure uranium consists over 99.25% of U-238 and the rest, less than 0.75%, is U-235. Nuclear weapons use U-235 as their fuel and the minimum mass of U-235 required to create a critical mass that can sustain a fission reaction is approximately 50 kg.
A terrorist group does not have the ability to process natural uranium, which is a very complex and time consuming process, and extract the required amount of U-235 required from it. The group would have to acquire fuel for the nuclear weapon from nations that have nuclear reserves but which are not taken care of in the appropriate manner. For example, after the break up of the USSR there were hundreds of such reserves created among the nations that were part of the USSR. These reserves were for a long time kept in conditions with almost no security and for which no one was accountable. It took a lot of action by nations like the USA and Russia and organizations like the United Nations Security Council to ensure that the reserves were adequately secured. Nuclear reserves with nations like South Korea and Iran could also be easily accessible if they are created. Obtaining nuclear fuel is one of the largest obstacles to the creation of a nuclear device by terrorists. In spite of the large financial resources at the disposal of some terrorist groups they have not been able to gain access to uranium fuel from the sources mentioned earlier.
Other than obtaining the required fuel, the actual production of a nuclear weapon is not very difficult could be done by them quite easily.