Visa Process may vary for different countries. The documents they require may vary as some country require complete 6 months bank statement while other country may not.  But in most cases, you will have to meet certain immigration requirements . Nationals from many countries are required to obtain an entry visa or certificate before going to their desired country. They can do this at the respective  country's Embassy, High Commissions or Consulates. Nationals from countries where an entry visa is not compulsory such as some Commonwealth countries should also consider applying for entry clearance before leaving home.

After All, if the university gives you the admission to study the program you applied for, they will send you a letter of acceptance, which is the legal form that denotes that you are admitted & eligible for applying Visa.

The immigration laws of the different countries permit foreign students to come to their countries to attend school at many academic levels. Their schools can get authorization from the Immigration and Naturalization Service to admit foreign students and to issue documentation allowing students to obtain nonimmigrant student visa classification. This document is called the letter of acceptance. Upon receipt of the letter of acceptance, an application to Immigration and Naturalization Service for the student visa is filed.

To know the exact visa process and documents required for the particular nation then it is better to visit the respective links at the navigation on the left.