You go to your local army careers office and schedule an interview with the guy there, he'll have a chat with you and set you up with an RCB briefing date and some visits to regiments so you can pick the place you'd like to end up in.
The Pre-RCB (regular commisions board) briefing is a day and a half long interview process that takes place on a base that is used just for deciding on if people are ready to be army officers. This bit isn't to decide if you're ready for Sandhurst though, this bit is to decide if you're ready for the interview to decide if you're ready for Sandhurst.
You get a battery of interviews, get taught basic ideas of planning emergency response, go over some command tasks (that whole 'get your team from this platform to that platform without touching the floor, using these three planks and a hunk of cheese' thing), take an IQ test and do an individual obstacle course (walls climbs, rope swings etc.).
If you pass that you get to go on to the actual RCB which is three days of much the same stuff - interviews, planning tests, having to give a brief lecture to an audience, obstacle courses, pushups, situps command tasks. It's pretty much three days of non-stop testing.
Pass that and you get to choose a date for sandhurst.
So it goes - careers office, Pre-RCB briefing, RCB, Sandhurst.