I interpret your question to read, that you want to directly manufacture the lens through an additive process.
My experience with this recently is that it basically isn't possible (practically anyway). Even injection molding lenses of good quality is quite an art. There is a reason that optical-quality glass lenses are so expensive.
More specifically, we tried to make a custom LED focusing lens using stereo-lithography in a range of PC, PE, PTFE, and (even!) PVC-type plastics. In all cases we had trouble achieving sufficient optical clarity, uniform density, and dimensional accuracy. Granted, we were making a small lens (about 11mm diameter), but it was suspended across an integrated holder (causing a lot of the same problems you'll face if you try to fabricate just a lens in isolation).
I know this has been a bit of a hand-wavy response, but hopefully it's at least a little helpful. If anyone else has any better experiences with this, I'd love to hear about it.