I have not tried to do it. There are typically a lot of things to change so it is done at the factory not in the field. The pull stud style, the gripper for the pull stud, the center shaft needs to be hollow, a rotary union and hoses, seals need to be added just to name a few. This is not for the faint of heart. I have heard of an "adapter style" through coolant that has a special toolholder that engages with a ring around the spindle that introduces thru coolant to the toolholder. It may be easier to add and still accomplish what you want.
Now if your machine is "prepped" for thru coolant, then it is another matter. Add the pump and plumb it and the rest should be there.
Best regards,