Molecular motors and machines are essential for all cellular processes that together enable life. Built from proteins with a wide range of properties, functionalities and performance characteristics, biological motors perform complex tasks and can transduce chemical energy into mechanical work more efficiently than human-made combustion engines. Sophisticated studies of biological protein motors have provided many structural and biophysical insights and enabled the development of models for motor function. However, from the study of highly evolved, biological motors, it remains difficult to discern detailed mechanisms, for example, about the relative role of different force generation mechanisms, or how information is communicated across a protein to achieve the necessary coordination. A promising, complementary approach to answering these questions is to build synthetic protein motors from the bottom up. Indeed, much effort has been invested in functional protein design, but so far, the "holy grail" of designing and building a functional synthetic protein motor has not been realized. Here, we review the progress made to date, and we put forward a roadmap for achieving the aim of constructing the first artificial, autonomously running protein motor. Specifically, we propose to break down the task into (i) enzymatic control of track binding, (ii) the engineering of asymmetry and (iii) the engineering of allosteric control for internal communication. We also propose specific approaches for solving each of these challenges.