Yes, you need to target some companies you'd like to work for because of industry, or whatever aspect most interests you. Then you have to prepare a list of your skills and what you can offer and a little pitch for why an internship would benefit the company. They don't really care that it benefits you, want to know what's in it for them.
Then of course you have to tell them whatever your school needs for proof of internship - report, grading etc. Does your family have any contacts at interesting companies? It would help you get in to see someone.