Applied online. Got an automated email in less than 24 hours asking me to schedule an interview through a website. It gives about 1-2 weeks of scheduling options. Scheduled the interview, and another automated email giving me directions of how to get to Human Resources and parking etc.
Try to dress business casual, or what department you want to work in.
It honestly depends on what manager(s) are chosen to interview you, because from my understanding from working at Macys is that the managers are on rotation for interviewing new associates, and some managers don't mind, some like it, and some just hate it. A manager walked me to the interview room as soon as she greeted me, the interview started, and she was just making small talk while we walked 3 floors to the interview room....
From there, she asked questions from a paper, she was nice too. Interview lasted about an hour before she left and called in another manager to tell me I'm hired and chose my department. I honestly don't think you get to choose your department. I feel like they will just place you in the department they want you to be in. Like I think they told me that the department I work in now has the only open positions, but now I know that was a lie. When I asked for any other options it seemed like they were stalling...
Also, I was already experienced in retail, I believe they give you some tailored questions if you already have experienced. If no experience, they'd give you more situational. It's better if you're experienced since you can just use the stuff you learned from your old retail jobs to answer the behavioral and situational questions more easily.