Copper is expensive nowdays, but I'll toss in my 0.02:
It is HIGHLY UNLIKELY that your lathe is not already native and adaptable to 240v.
The two parts that typically AREN'T 240v capable:
The OEM motor starter 'heater' coil. It is in the motor overload/starter that was fitted at factory, it fits in the palm or your hand. As the guys noted, they're not available 'new', but there's some still around, and prized by those of us in the same situation as you... they CAN be found.
The main lockout/fuse switch. It was USUALLY added at the most recent commisioning location, by those who set up the machine. Same people also set the machine's wiring for the site's mains supply.
This doesn't mean 'when new'... it means 'most recent commissioning'.
My '42 EE was first commissioned as 240v. at some point it was moved to a different facility and recommissioned as 480.... and then it was moved again, and again, and again. The operating voltages MAY have changed several times along the line, I don't know, but when I got it, it was configured for 480, had a heater for 480, and a switchbox for 600v, with all three fuses missing... it was probably run on 480.
Here's what you SHOULD be able to do... as EG and Thermite Bill say:
Get whatever switch/fuse box you can, in the realm of what your EXPECTED load will be. As they said, you won't be turning rolls, you don't need to size for power you'll never need.
Seek out a good used heater coil, and slap it in.
Find the voltage configuration point. Usually, you'll have some motor leads, and a control transformer that need to be flipped from 460 to 230. After that, it's a good idea to take an ohmmeter from your input leads to ground (just to look for a short), then plug it in, and flip the switch with a broomstick. Either your breaker will trip, or it'll start.
Then, take a voltmeter from chassis to ground, again, just to look for something that might blip your ticker.
It'll be okay.