It simply depends on who you work for. As hotpinkanthia says, you do need to be qualified as a makeup artist to work for MAC. But for others e.g. Clarins and so on you won't necessarily need to have had any previous training at all in makeup and what they tend to do is train you up on their own courses (usually paid for by the company).
As with all applications, they do like to see some experience in retail, even if it's not cosmetic retail specifically, i.e. you could have been a store assistant/waitress. It's more from a customer service point of view than anything else. They find it reassuring to know that you've dealt with the public before (because let's face it guys and dolls, they can be a handfull from time to time!).
Having spoken to friends who've been through these application processes themselves there tends to be several stages. You'll submit your form which will be reviewed, then you may have an interview with one of the girls who works on the counter. If she thinks you're great and usually that means polite, well presented (important as you will be the face of whoever you apply for and this needs to have been taken a pride in), enthusiastic and willing (these two are just as importants as presentation) which I'm sure you are all these things then she'll let her manager know and then a second interview will be arranged with the manager. Sometimes you may even have a third interview with the store area manager.
There may then be product training in which you get taken on a course to learn up on all of their products then you're examined on this and you'll have to have a certain pass rate in order to get through.
I would do exactly that - pop your head in to your local Sephora etc. and have a chat to the girl, the fact that you've been proactive and made an effort in asking is always a great start and you never know what opportunities you may stumble across!
Sometimes even if they're not advertising a full-time vacancy you might have what they're looking for so they'll take you on anyway - even if for the meantime you just fill in for when other girls are off sick/on hol or it's a peak shopping season. However over time full-time vacancies will appear that you should be able to go for and you can go from there!
Good luck! x
