From what I've heard there are a couple different ways you can do it.
Some places make you physically go to the school to take an exam. Others post it on line and you would then answer the questions whether they be essay, T/F, etc. via the internet. Or, you could probably download the exam from the schools website and then email it to the professor.
Some snail-mail you the exam and after you complete it you mail it back into the school.