Do you come from a country outside the European Union?
You may need to get a visa to be allowed to study within Belgium.
A residence permit is obligatory. In order to get this, you should contact the municipal office, or 'commune' of your area of residence in Belgium after you have passed the entrance examination.
Studying in Belgium : website of the Federal Public Service of Foreign Affairs
Requesting a visa for students of higher education : website of the Immigration Office