How do car trackers communicate?
Most tend to use cell phone networks and while there are a few different standards according to Wikipedia GSM now holds over 90% of the global market so it is possible to design GSM based products that handle many markets. Many manufacturers offer pin and command compatible cellular modules to handle country specific variants but in general UMTS is starting to make interoperability between countries and carriers easier.

For cell based products setting up your own "network" assuming you just mean something to receive GPS positions would normally just be a matter of having an Internet server with a static IP address so that the remote units can connect to your server and send through the data. Most use TCP/IP and the Internet as the tranport protocol so it's not really any different from posting something to a web page using your smart phone.

For close to global tracking or for remote areas without any cell phone coverage the other option is to use a satellite based system. One I've used quite a bit is Inmarsat and for that you sign up as a service provider through a company such as SkyWave, purchase some certified terminals and then you get access to retrieve and submit messages from/to their land earth stations. In practice that can be as simple as sending some XML formatted messages and requests via SOAP or various other method over the Internet.

Because satellite communications tends to be quite a bit more expensive than terrestrial some systems use a combination of both and may for example send frequent data when in cell network coverage and only send occasional / urgent message over satellite. Obviously both systems have ongoing access and data costs, but normally to access both you only need an Internet server and that doesn't have to be located in the same country as the devices you are communicating with.