Obtain a Chinese tourist visa from your local Chinese embassy or consulate or, if you're already in the region, from a visa agency in Hong Kong. Specific requirements vary by country but you'll always need a passport with at least six months validity and at least two blank visa pages.
Obtain a Tibetan visitor permit. If you're not already in China, you'll need to do so through a travel agency, such as "China Highlights" or "China Train Tickets." If you're already in a major Chinese city such as Beijing, Shanghai or Guangzhou, find the agency which offers Tibetan visitor permits for foreigners.
Purchase your train tickets from either "China Highlights" or "China Train Tickets" or at a train station in Beijing, Shanghai, Guangzhou, Chongqing, Xi'an, Chengdu, Lanzhou, Xining or Golmud, the nine Chinese cities with direct rail connections to Lhasa. As popular railway travel resource Seat61.com notes it may be easier to obtain your tickets through China Highlight or China Train Tickets, which can arrange your permit simultaneously.