Which country? Although the procedure is pretty similar for any country. First, you must be accepted by a university, pay your deposits or first term's tuition & fees to confirm acceptance & obtain documentation from the school which you need to apply for your visa.
Then you apply for the student visa. See the website for that country's consulate nearest your home for requirements, forms, instructions - submit the completed forms & documentation along with your application fee. You must prove you (& your parents) have sufficient funds for all school + living expenses + return transportation to your country of citizenship. Expect a visa interview at the consulate, perhaps health checks, biometrics. IF approved & you receive the visa, you are typically allowed into the country just before school starts. You must return to your own country immediately upon completion or termination of full-time studies.