Can I apply travel visa by individual???

Hello, I'm from south korea and I'm study in here, international school in thailand. I want to visit my chinese friend's house during this christmas holidays but I heard it's difficult to get a tourist visa by individually. I heard we have to ask to some travel agency to get visa and they will apply it for us. Is it right?? If I have to do that, I don't think I can prefer it, because I'm really busy with my study. If I can apply it my self, which kind of document that I need to submit?? Can you help me please.