The ADX, the written part of the exam you can self study for and take on your own. All you need is to get the ATP written and study the questions that fall into "All" or "Disp" categories. Just make sure you are 21 (I did mine on my 21st birthday) when you take it.
As for the practical exam, you need to go to a class to learn the material. There are a handful of schools you can choose from although only a few are really good. I wen't to Sheffield and I can't recommend it enough. You don't want to limit yourself to whats around you because the quality of an education really falters if you settle for whats local in this case. I grew up in VA and lived in PA when I wen't to Sheffield (in FL). I wish you the best, regardless of what you do. If you have any questions, feel free to PM me.