MBA scholarships can be classified in two broader categories:
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Scholarships offered by business schools or offered through school.
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External scholarships - funded by non school entities like Trusts, Foundations, Countries, socio-cultural organisations. These are independent of business school, where you would be studying.
These scholarships can be merit based, need based or for a particular group of applicants like only for female applicants or applicants from a particular region or background etc.
For external scholarships, in most cases you would have to apply separately. However, for scholarships offered by school, separate application may not be required. In certain cases, all applicants are by default considered for scholarships. For this you will have to go through the eligibility & application process for scholarships.
One way to find out MBA scholarships is to check the scholarships offered by your target MBA school & check whether you can apply in any of those. In most cases, there would be a merit based or need based scholarship offered which do not differentiate between applicants except may be on financial background. You may also get information about external scholarships on the school websites.
Send option for you is to find out online resources for MBA scholarships. You may want to try the following link for MBA scholarships.
MBA & Masters Scholarships