You can grow it most anywhere. The issue is that it is a long or late season fig, and does not ripen well in cooler weather. You can grow it as a plant, for ornamental enjoyment, but getting something edible in cooler climates is much more of a challenge. Finding ways to extend your season, such as a greenhouse, can make this a doable experience in places where the natural or outdoor season is not conducive.
As with various figs, it may be the best tasting fig in the world, and so every one desires it, but it may not be suitable or practical in your climate. Choosing a variety that is suitable, though of somewhat lesser taste or quality, and which produces well in your climate is generally a more practical and profitable approach.
I am not saying "don't grow Black Madeira", just be realistic in yur expectations.