If you want to go to Kenya and live off some outside source of money, the Kenyan government will welcome you with open arms. If, however, you want to actually earn money and work in Kenya you have a large fight ahead of you. With an unemployment rate of almost 50% the government is pretty picky about who it lets in the door. You will need a work permit which come in all flavors and varieties and are usually very hard to get. You can either have a company hire you, which will get you the work permit, or you can invest money into a new company. The start of the process is really to talk to a lawyer over there and let them guide you through the process but be ready for a lengthy and expensive ordeal.