When you create your character at the very start of the game or when you level up, you get to pick which class you want to be. Simply scroll down and view the requirements for the class you want to play as or switch to. Each prestige class has a set of requirements that you have to meet before you can be that class.
Some classes require your alignment to be a certain level or you need to have certain skills before you can switch classes. Some prestige classes require you to be a certain level before you can be that class.
When you make it to the city of Neverwinter, one of the vendors allows you to buy armor for each of the different prestige classes.