Begin by ensuring that you have Python installed on your system. Also, install Kafka and ensure it's running. You can download Kafka from the official Apache Kafka website and follow the instructions to set it up on your local machine or server.

Use Python's package manager, pip, to install necessary libraries. Open your terminal and run:
```
pip install requests kafka-python
```
The `requests` library will allow you to fetch data from the SpaceX API, and `kafka-python` will enable you to interact with Kafka directly from Python.

Write a Python script to fetch data from the SpaceX API. The SpaceX API provides various endpoints, but for this example, we'll use the launches endpoint:
```python
import requests

def fetch_spacex_data():
url = "https://api.spacexdata.com/v4/launches/latest"
response = requests.get(url)
return response.json()

data = fetch_spacex_data()
print(data) # Optional: Print to verify data retrieval
```

Before sending data, create a Kafka topic where the data will be published. Open a terminal and start the Kafka server if it's not running. Then, create a topic called `spacex_launches` using the Kafka command-line tool:
```
kafka-topics.sh --create --topic spacex_launches --bootstrap-server localhost:9092 --partitions 1 --replication-factor 1
```
Adjust the `--bootstrap-server` parameter based on your Kafka configuration.

Extend your Python script to produce the fetched SpaceX data to the Kafka topic. Use the `kafka-python` library to create a Kafka producer:
```python
from kafka import KafkaProducer
import json

def produce_to_kafka(data):
producer = KafkaProducer(
bootstrap_servers='localhost:9092',
value_serializer=lambda v: json.dumps(v).encode('utf-8')
)
producer.send('spacex_launches', data)
producer.flush() # Ensure all buffered records are sent

produce_to_kafka(data)
```

Implement a simple Kafka consumer to verify the data is being correctly sent to Kafka:
```python
from kafka import KafkaConsumer

def consume_from_kafka():
consumer = KafkaConsumer(
'spacex_launches',
bootstrap_servers='localhost:9092',
auto_offset_reset='earliest',
enable_auto_commit=True,
value_deserializer=lambda x: json.loads(x.decode('utf-8'))
)
for message in consumer:
print(message.value) # Print the consumed message for verification

consume_from_kafka()
```
This will consume and print messages from the `spacex_launches` topic.

To keep your Kafka topic updated with the latest SpaceX data, schedule the data fetching and producing script to run at regular intervals using a scheduler like cron (for Linux) or Task Scheduler (for Windows). For example, use a cron job like:
```
*/30 * * * * /usr/bin/python3 /path/to/your/script.py
```
This will execute your script every 30 minutes, keeping the data up-to-date.

By following these steps, you can efficiently move data from the SpaceX API to Kafka without relying on any third-party connectors or integrations.