All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.
There is no doubt that establishing the Islamic Law is a matter which all the Muslims should try to do, as by doing so, they would please Allah and fulfill His Commands. Also, this is of benefit for the people in their worldly life and in the Hereafter.
The Hudood (is the plural of Hadd, i.e. the corporal punishment determined by the Islamic Law) is among laws which the Islamic law should implement.
The Prophet said: “The Implementation of a Hadd on earth is better for the inhabitants of the earth than getting rain for forty days”. [Ibn Maajah]
However, the scholars stated that only a ruler or his deputy is authorized to implement the Hadd and this is not assigned to individuals as mentioned by Imam Ibn Qudamah in his book Al-Mughni, and by others.
Therefore, if the Muslims are empowered in your territory and they can rule themselves, then they are responsible to elect a leader who should implement the Islamic Law among which are the Hodood. But if you are not empowered, you are not entrusted to apply these laws as it will cause many disadvantages to you and this matter should not be assigned to individuals. As for enjoining good and forbidding evil, then this matter is not restricted to the Imam (the Muslim ruler) or to a Muslim country where the Islamic law is practiced.
Allah knows best.