First of all, NCLEX is an American (as in USA) test. There's other tests (similar to NCLEX) in other countries but it's not the NCLEX. Second of all, like passredskins1 said, NCLEX is a test to license as a nurse. I am not sure based on your post whether or not you have been to nursing school
. But there's a lot of information that you have to submit to the board before you are declared eligible to sit for NCLEX. That includes clinical hours, transcripts, fees, etc. It's expensive. Between board application and Pearson Vue (and any international fee) it's close to or over $400.
Like the other poster said, if you have graduated from nursing school and want to move to the US and take it, then yes, you can take it and not have to use your license (unless your state requires so many clinical hours logged); but if you are non-nursing and just like to study, then you can't take it because it's a nursing licensing exam.
I hope this clarifies things.