Typically, there are different tests assigned to get qualified for different levels of education offered abroad. There may be one or several exams that one must take to enter into programs for higher studies. The general categories of exams will be in such that foreign schools will get a feel of your analytical, logical and mathematical skills and the other will get a feel of your confort for the language of the country in which you are planning to study. Generally there will not be any special tests requirements for entering into short courses. This is the most important step in getting the admission in foreign education program.
All major universities have there websites with detailed information and links.
Always make sure that you have received all the forms necessary for completing your application. Lot of universities need you to send different forms at different locations in the campus. Always follow the instruction and post them in different envelopes, don't try and save money by sending only one letter as this might make your admission process slow. Also, another cheap way to do this is to post a bunch of application forms together to your friend residing in the country you are willing to study. The application should always be complete and you should never hesitate to contact the authorities in case of any difficulties in completing the forms.