If you are in America, you typically get hired by an agency first. Then they pay for you to go to an academy.
You could just apply to an academy straight up, but that costs a lot ($5,000 where I am). The police academy near me is held on campus (at a college), and they have 2 classes a year.
So to answer your question: Apply to an agency first. Don’t worry about getting into an academy as that happens after you are hired. I wouldn’t just apply to an academy first.
Pick an agency, read up on it, read up on the area they patrol. Learn everything you can about them and make sure that is truly where you want to work.
Dress nicely for your interview, be professional. Be able to answer the question “why do you want this job?” with more than just “I want to help people.” I had some officers come into a class and they said they ask why you want to work at the department, and they also ask you what you would do when not responding to calls. Things to consider (They specifically stated those questions, so maybe they trip people up? Just for you to keep in mind)
There are also multiple steps to the process, so get familiar with how the department does it.
It usually consists of interviews, physical tests, psych tests, they interview friends/family/coworkers. It’s a long process.