There are usually two types of security licenses: armed and unarmed. Armed costs more in time and effort to achieve, but they often end up paying more per hour. Armed classes also involve weapons training and handling. Both licenses include training of state rules and regulations regarding security protocol.
You can locate a local class to become trained and get the license yourself. This often includes taking several hours of required training and paying a fee. In some states, you need to pay to have your fingerprints taken as well, which is commonly done at a local UPS store. After this process, you can obtain your security card.
There are many security companies that pay outright and provide the training for you when you are hired, the biggest being Securitas. Even if you stop working for them, your license remains active, and you can work for any security group or provide security services on your own.