After being accepted to an SEVP-certified school and getting a receipt for payment of the I-901 fee, you can apply for a visa at a U.S. embassy or consulate.

Learn how to apply for your visa. Review the student visas page on travel.state.gov, as well as the instructions at the website of the embassy or consulate where you will apply for a visa.  After you receive your visa, check to see that you received the right type of visa and that your name and date of birth are correct and  match the information in your passport.