you follow the directions on the application for the particular category you are interested in. Rob just posted the link to the CIC website. Again, START THERE and first see what you qualify for. once you determine what/if you qualify for any of the programs, the instruction guide will tell you how to send in your application. There is no way to go to a CIC office and apply directly. Most applications are done through the mail and require an applicant to provide a LOT of information.
Unless you are willing to go to the website and READ the information provided, then you aren't going to have much luck figuring out what to do. and if you are unwilling to do this, then good luck finding a way to immigrate to canada. no one is going to be able to do this for you. you will have to put some effort in by GOING TO THE CIC WEBSITE ROB JUST POSTED.