You need to be in the EE pool first.
Then all the provinces will identify you from your EE profile if you chose any of the provinces, otherwise only the selected ones will see your profile.
Use Ontario as an example, if your CRS score is over 400 for most the case, you have chance to receive a message within your EE application. This message/letter is used to called PT. Once you received that, you can go to OINP website, register a account and start from there.
You can apply for PNP while you are waiting for EE draw every time. Even the province you applied PNP start processing your PNP application, it does not mean you would not be able to receive an ITA from EE application until they give you the certificate and you accept the nomination in your EE profile.