Your first step should usually be to talk to your student to try to find out the "why" of their behaviour. Doing this quietly, so that they feel free to speak to you without other students listening is usually a good idea. Do not do so alone with the student, find a quiet place in the classroom or on playground. Be sure to listen more than talk, give the student the opportunity to talk.
You could try asking these questions:
What do you want?
What are you doing to get what you want?
Is it working?
What plan can you make to get what you want?