You would just visit the OK BON website and look for the information and forms for applying for licensure "by examination" and apply to OK for initial licensure instead of TX. Then also make sure that your school knows to send your documentation to the OK BON instead of the TX BON!
Once you're authorized by the OK BON to sit the NCLEX, you can take the exam at whatever physical location is most convenient for you (e.g., in TX), and your results will go to OK.
For the record, in reference to all the comments about "compact states," keep in mind that a compact license is only recognized in other states, for work purposes, as long as you maintain your permanent residence
in your "home" state. If one moves
to another state, you still have to apply for a new license, even if you move to another compact state.
If the OP, for example, is in TX and wants to move to OK, she would still have to apply for an OK license even if TX and OK were both compact states. The NLC is really only useful for people who either 1) do travel nursing or 2) live close (close enough to commute for work) to the border of two or more compact states. For the vast majority of nurses, the NLC doesn't have any impact at all.