Hi SandPrairie. In order to purchase live pheasant/game birds you'll need a permit. The ILDNR offers a class A and a Class B. One of the two allows you to purchase live birds. Off the top of my head, I can't recall but I believe it's class B. Double check.
You can release and shoot roosters within Illinois hunting season. No hens can be shot plus the daily bag limit follows state regs as if they were wild birds. So 2 roosters a day--plus the possession limit applies.
If you lease 500 acres or more, you can get a permit to hunt hens and roosters on that land with an extended season. You can also shoot as many birds as you want. This will require you to purchase a roll of red leg tags. They run about $50 for a roll of 500(???)
Another option is designating an area for dog training. I can give you details on this too if you'd like.