You win an auction and pay. Then you have to arrange with a local transfer dealer to accept the shipment (for which they charge a fee) and do a background check. You give the local dealer the contact info for the seller, and they send a copy of their FFL. The seller then ships to the local FFL, you go in, pay the fees, get the IBC and take the gun home. Some FFLs won't accept shipments from private individuals, some do. Some states require guns to be sent from FFLs, some don't. You have to ask the transfer dealer what their policy is.
I know Gallenson's, FBMG, and Doug's all will do transfers for varying fees.
I know Gallenson's, FBMG, and Doug's all will do transfers for varying fees.