Don't know how it is in the rest off the world but in the Netherlands it's as follows:
We first off all start with a GVB ( golf skills certificate )
In this your tested on course if you have somewhat decent skills
and some fair knowhow about golf rules, so you should know how to calculate stableford scores and what to do when ball is in a hazard or ob what so ever. just some basics.
some clubs are offering a week program.
Ones you have that certificate you are allowed on the course before that only with the club pro's.
Than it's up to you how to go on. You can become a member off a golfclub, you automatically pay an amount to the NGF ( dutch golf federation ) if you play a qualifying round at the club your handicap will automatically be registered. If your handicap is over 9 your able to register a 9 hole card, you should add 18 stb points for the next 9 holes.
Than there is an other way, you don't have to be a member off a golfclub, we call that a white hdc player. You still pay about $100 a year to the NGF and they will register your handicap. If you go out and play you should mark a scorecard as if it's a qualifying round with a stamp, this is also registered at the golfclub your at. After you finish you send the scorecard to the NGF, after a couple off days your handicap will be up to date, and can be followed online.
In very short terms ( this is not totally accurate ) because there are course difficulty issues.
But the number off shots you play over par on average will be your handicap.
so i play a handicap off 6,8 at the moment basically this means i on average play my rounds 7 over par. However if i get a good round like my last 2. i drop 0,2 points off my handicap for every shot i play better than my actual handicap. So if i shoot a 75 at my local par 70 course, my new handicap will be 6,4. however if i play worse than my handicap we first get a 2 shot cushion. if it's worse than that my handicap will increase with 0,1.
To start up a handicap i suggest you play 5 rounds and take the average number off shot's over par as your handicap and move on from there.
Hope this clears it out for you.