1. Get all the necessary hardware
2. Remove the studs and plug the stud holes
3. Route the body (I recommend buying a routing template from stew-mac)
4. Test fit the trem... mark the new studs
5. Drill holes for new studs and springs
6. Remove old nut
7. Route out the back end of the nut cavaty.
8. Install locking nut
9. drill holes for string retainer bar.
10. Install string retainer
11. install the Floyd and set it up
So yeah, it can be done! There may be steps and other fabrication that would need to be done as well as protection of the finish and so on... DO NOT TRY THIS!!!!!!!!! I am just showing you what a tech would do to install a Floyd in an SG. It can be done to almost any guitar. The only problem that I could think of is the fact that SGs are so thin you might have to look around for a trem that has a shorter trem block... or have one made up. Hope this puts your curiosities at bay.