In general the application procedure for a business course is rather similar than a normal procedure. You register with your cv and motivational letter. Second, you get to do an online aptitude test. If you pass the test you are invited to a section day. Selection days vary among different companies. Some choose to have 1-on-1 interviews, others do roleplays, group assignments, pitches etc.
You prepare for such a day firstly as if you were preparing a normal job interview. Investigate the company and branch thoroughly. What can you expect from the business course? What do you want to learn? Make sure that you arrive at the selection day feeling fit, because those days are mostly are long and intensive.