How to go in foreign country
Decide which country you want to go.
Book air tickets.
If going for tourism purpose, then book accommodation or if going for job then get your job appointment letter and other documents ready or any other reason for travel as relevant.
Contact travel agency to give you your required visa for eg if you are going to visit then tourist visa, if you are going for job then work visa and so on.
Or go to the embassy (if in capital city) directly or go to the consulate general office (if in any other major city where this is present) and apply for relevant visa.
Rather a broad question, but in the absence of any context I'd say that there are two ways.
Option 1: Pick a country which looks interesting to you (or spin a globe and put your finger on it, either way), then work out what the entry requirements are, how you'd arrive there, where you'd want to go and so on, as well as the all-important question of a budget. Then pack your bags and head off.
Option 2: Work out what you want on a holiday. Do you want to find a beach and relax on it all day? Go from museum to museum? Check out beautiful scenery? Be surrounded by nightlife? Some other options, or even a combination of the above? Once you've worked that out, have a look at which countries fit the bill for you (hint: Jamaica is unlikely to be a big snowboarding destination any time soon) and see if there are some options in that regard. Then see under Option 1 above.