I have a few friends who do this..
Typically they get qualifications in the therapy they want to practice and then start building up clients. It can take a long time to build up a business and most of my friends started while still working at other jobs, then moved to part time, then moved to full time.
Most therapists would say that irrespective of the number of clients you might attract, it is very difficult in practice to see more than 4 people a day, so don't base your financial calculations on much more than that. It can be very draining on your energy.
The most successful friend in this field does some direct client work, sells products (meditation CDs, therapy oils etc), runs teaching workshops, and has an online commercial service.
If you are going to be self employed you need to be able to do the "business" part of you work as well as the therapy, if you're not good at selling yourself then getting clients may be difficult.
Working for other employers pays very little - often just the minimum wage since (and only when they have clients) since the employer is bearing all the risk, the overhead costs and the marketing.
Hope this helps