Apply via their webpage, then if selected you get asked what days you are available. You are then assigned a day and a time.
Once you are assigned a day and a time, you have to call their travel agent and book a train (if you are studying undergrad in the east coast ie Ivies) or plane (if you are farther than that).
You then are paired with 2 interviewers for a Behavioural interview.
Come prepared and have good questions. And I mean GOOD questions. They probably know a lot more than you expect, so use this to your advantage.