From what I read they have tryouts in various big cities, where people show up do a workout for the them. I know with the first season they sparred Sly's brother in the ring, and I read that this season they were just doing a workout (heavy bag, etc.). They also go through an interview process, they go through all of this in various stages;like workout first, get a call back for interviews, etc. At least this is what I have read and heard.