Simple, on internet, from the exchange sites. Even guys like Sharekhan or ICICI will do it for you.
First let me talk about the game. Then I’ll discuss in details about the share markets. No! They are sold in the way you saw in Hindi movies – a fish market full of people running all over the place, shouting, crying, etc.
Modern stock markets are IT savvy and the agents sit over a computer and book a share for you. Just like in the game – Our Virtual Stock Exchange!
You quote a price, we’ll check if it’s ok and then contact the sellers and bingo! You can buy the share!
In modern stock exchanges, virtual buyers and sellers meet to agree upon a price at which transactions take place (Secondary Market).