You have to fulfill the eligibility criteria of some Provincial Nominee Program. This could be that you are already working in the province and your employer is supporting your application or that you are a graduate in the province with a job offer or certain number of hours worked or that you want to invest in a business in the province etc. The immigration classes under the different PNP's vary because each has their own criteria.
If you fulfill the criteria of some PNP, then you apply to that PNP for your nomination.
When you get your nomination, you can use it to apply for your PR to immigration Canada.