Adding the rotors is easy, just need to acquire them. Note, they are smaller in diameter than your current rotor, so you need to get two (more on this later). You will also need longer bolts to attach them to the wheel, which may be the hardest thing to acquire.
Calipers, that's a different story, as unless you have acquired different forks, you only have mounting bosses for the calipers on one leg. So you need to purchase a new set of forks. There is a thread about this on the forum at http://cx500forum.com/index.php?/topic/4075-what-forks-interchangei-want-dual-brakes/ Of course, you will also have to acquire the additional caliper and the mounting brackets for the dual rotors. Again, due to the smaller rotor, the caliper mounting brackets are different, so you can't re-use the one you have.
So to do this, you need to acquire;
- Dual brake forks, such as GL500 Interstate or from an EU CX500
- (2) rotors and bolts
- (2) caliper mounts, one for each side and they are different from each other
- Extra caliper for the missing side
- Brake lines
- 5/8" bore master cylinder, although your existing 14 mm master cylinder will work (I retained mine) but with a longer pull required.
That said, some (including myself) have upgraded their brakes to the larger diameter rotor that the single brake bikes have. There are several options in what you can fit and what you will need to purchase but the increase in braking power is worth it.