While you can adapt SOME parts of systems from other years, a complete 66 system is the best way to go. As others have suggested, find yourself a donor car, or someone who has switched their 66 to manual steering and get ALL the parts and pieces. Otherwise, it will be a VERY expensive proposition by the time all the parts are assembled.
I just completed a conversion to P/S from manual on my '66. While you could collect the parts you need and rebuild them, I found that it was going to get too expensive since I wanted to be sure that I had a very reliable system and intended on rebuilding everything. Instead I opted to buy a complete conversion kit from Rode's Restoration for less than the cost to rebuild a used system myself. Plus the kit from Rode's comes with a 1 year warranty, most rebuilt parts from the standard vendors only offer a 90 day warranty (rebuilt slave cyl. for instance.) The kit I bought also included the correct and very hard to find '66 P/S pump bracket.
In case you still want to do it yourself here is an old post I started with a decent list of needed parts. A '66 shop manual will also help you identify parts and understand how they go together.
Also, inspect your frame rails before buying anything, I discovered the worst spot on my entire car was on the front frame rail behind the steering box. This is close to where the slave cylinder mounts to the chassis and puts a lot of pressure on this frame rail. I welded in a patch, but it really slowed down the process.