That would depend on the set, and which keycaps are missing.
If it is a custom colour from GMK, for example, you are unlikely to get them to make a single keycap. You'd have to hope that someone had purchased a few extra sets and was willing to split the sets to complete your set.
If they are more common, or at least more accessible, such as DCS or DSA keycaps from PMK, you could probably ask nicely and they might make you some.
Anything else you'd need to identify the set and missing keycap/s.