My son is a film student at his university. But he didn't wait until he got to university to direct films. He's been directing short films since he was around fifteen years old (he's 21 now), and he has already directed most of a full length movie. You don't need to wait until someone gives you permission to direct a movie. You just need to have a vision, and then go do it. Of course, it helps if you have people around you who also have a passion for making films. But it's not necessary.