There two common ways to study.  One is to get a Technician Class Ham Radio Study Guide.  You can study this as your own pace, and when you feel ready, you test and get your license.  Make sure you get the most up to date manual, as they are updated every three years.  ARRL, and W5YI are the best source for study materials.  Also, if you want to make sure you are ready, you can take a free practice test on http://www.qrz.com/p/testing.pl

     The other common way is to take a Ham Radio class.  This is either promoted by a local college or Amateur Radio Club.  Usually they have a few class sessions followed by the License Exam.  But in either case, you have to pass the  exam to get your license.  Your license will come in the mail in a couple of weeks, but you will find out your callsign sooner from the FCC data-base.

     Under no circumstances are you to transmit on a Ham Radio with out a license.  This will cause you to receive stiff penilties, and harsh fines.  Also Ham Radio is self policing.  But you may LISTEN without a license.  So enjoy, and get into Ham Radio.