Fill out the application and send it back. You'll get a PRN (Pers Ref #) and then....wait. The first time, they called me after 2 or 3 months. That was in May 2001. I didn't go to the interview as I had accepted an other position. I could kick myself! I sent the application again in Dec 2003, but so far, nada!
With experience, they start you on the Freighter fleet as an FO. Junior pilots go on the pax fleet out of HK, lucky them!
Lots of info on PPRuNe forums, check the wanabee site. Also, chek on google/Cathay, lots of info about the interview.
Good luck, Ciao.