Have gotten all the documents for visa application as a student,what is next for me to do?

I have all the documents to help me apply successfully for for the visa,what should i do next?Because,i have never been to the Embassy before.

Where should I submitt my stuffs if i get to the embassy?
Am applying as a student,should i submitt the original copies of my JW202 documents and my admission letter or should I submitt just copies?