How can I conduct research when my college has no such facility? In developing countries like Nepal, people don't usually carry research activities during undergrad studies, but I want to get into it from undergrad itself. I am currently studying research articles, consulting professors and will be contacting governement research organisation to ask for support for devices required.
Since you specified Nepal, I'd like to make a suggestion - there are some excellent research institutes in India where you can apply to be a 'Junior Research Fellow' after completing your Bachelor's. You won't get a degree, but you will get a modest stipend and the chance to boost your research profile. 

I had some friends from Nepal during my undergraduate studies, and a few of them applied to these places, got selected, and after a year and a half of doing research there, went on to top-notch European and American institutes to do graduate studies. I hope you look into it. Good luck!