You have to buy a hunting permit called "tags". When you get them, ask for the rule book so that you can stay within the guidelines.

I would also suggest calling your states DNR and ask for advice for a new hunter and they should be able to point you to the right place to learn.

That said, the short answer is yes.. Once you've made yourself legal and you're following hunting rules, you can just drive out to the wilderness (state owned property), set up camp and start hunting.

If it was difficult or required a lot of paperwork or red tape, there wouldn't be so many people doing it.