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.
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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.