When you leave these institutions, you'll have a portfolio to get you on your way. Any training you can get in a visual arts studio or with a magazine, newspaper or department store is very helpful. It could also be worth your while to do some ads or posters for some small retailers. These would augment your portfolio. How To Get An Art Director's Job Read the section for Copywriters.
Jobs are very scarce.
Unlike Copywriters who may be somewhat pessimistic about job opportunities, Art Directors may feel that they will automatically get a job because they've had three to four years of advertising art education. There are very few openings. Try to get in anywhere even if it's paste-up artist at a studio. Try the smaller agencies. You may not start as an Art Director, but you will have your foot in the door.