If you are currently abroad, and do not yet have a valid U.S. student visa, you generally apply for one at the U.S. embassy or consulate with jurisdiction over your place of permanent residence. Although visa applicants may apply at any U.S. consular office abroad, it is generally more difficult to qualify for the visa outside the country of permanent residence.
You should apply for your student visa well in advance of the date you would like to depart for Manhattan. Remember that you are required to show proof of having paid the Federal SEVIS I-901 Fee when you appear for your visa interview.
Holiday and vacation periods are very busy times at the U.S. embassies and consulates world wide, and it is important for you to have your visa in time to arrive and begin orientation and registration activities no later than the start date on your I-20 or DS-2019. Appointments are now mandatory for all student visas, and some U.S. embassies and consulates require that appointments be made at least four to eight weeks in advance. The actual visa interview may be as early as 120 days prior to your planned arrival date in the United States.