Learn the ins and outs of the certification. The certification for MCSE is comprised of several tests and they change over time. The certification includes different options, specializations and electives. As software gets updated and newer versions get released, the tests must be changed and updated to incorporate new software and technology. So, before you take the journey, you should see which tests are currently available and what the current requirements are to get the MCSE. You should expect to take and pass about six core exams and one or two electives depending on the track or specialization you choose.
Study. There is a whole industry based on making study guides for these types of certification exams. You can go to a bookstore and find hundreds of books on the exams. Everyone learns a little differently so browse the books and find a series that works for you. You'll need to take it a chapter at a time to understand the key points. Usually these books also have CDs that come with them that include quizzes to help you gauge what you have learned.
Apply your knowledge. Some people are good at taking tests, but taking and passing a test doesn't necessarily give you a good understanding of the knowledge as applied to the real world. This is especially true with computer industry certifications. It became such a problem in the late 1990s and early 2000s that the term "paper MCSE" was coined to describe many people who passed the tests but couldn't apply the knowledge to real-world situations.
Take the tests. Prometric is the company that offers the tests for the MCSE certification exams. You can sign up for a test directly from Prometric's website. You pick your test, time and the location. Prometric has hundreds of locations all over the country where you can take these tests. The tests can be a up to a few hundred dollars each so make sure you are prepared to take the test. Sometimes specials are offered for a discount on retakes. The exams are also usually offered exclusively on a computer.