International students from outside the EU/EEA, planning on coming to the Netherlands, might need an entry visa. Whether you need a visa depends on your nationality. Visa applications are coordinated by universities in the Netherlands. You cannot apply for a study visa yourself. Do therefore contact your university for more information on their specific visa procedure.
The visa procedure is roughly the same at all universities in the Netherlands. The university you have applied at will take care of the visa arrangements. The Immigration Department (IND) is responsible for issuing entry visas to the Netherlands. So when your visa application is successful, you will be notified by your university. The next step will be going to the Dutch embassy in your country in order to pick up your visa. A visa is a sticker in your passport so do bring that along. The IND has a useful website called the Residence Wizard.
Do check out this website for information on visa requirements.
When you have arrived in the Netherlands you will need to get a residence permit. This is a legal document with which you can prove that you are legally living in the Netherlands. All students from outside the EU/EEA will need to get this residence permit. Your university will help you get one. Please remember to always keep this document with you when you are in the Netherlands. The police may ask you for it.