Let's put forth the (very simplistic) hypothesis that it requires a lightning bolt to a primordial lake to start off the first. In our labs we do not have the space for a lake nor is anyone in the world capable of generating full-force lightning (we don't even fully understand the phenomenon). That is the difficulty right now in evolutionary theory - we have all the pieces and the puzzle is almost complete, but it's missing some things in the middle, namely, the absolute certainty of the genesis of life (we have an idea of where to look) as well as (on the other end) how to shape our future evolution (although we've been doing that inadvertently for the last 10,000 years or so).
Scientists can easily create an airtight room, extract all the oxygen from it, have only chemicals and gases thought to have been around during that time, and electricity can be surged into the pool in that room.