Do you want to be a freelance retail artist (that works at MAC, or another line, on an "on call" basis)
or do you want to be a freelance makeup artist (one that does photoshoots/runway shows/tv/movies/etc)?
If it's the retail artist, you need to follow Sarah's advice and apply. (I believe MD is the only state that you need to be liscenced in to work retail, but check your own state laws)
If it's a true freelance artist, you need to start building up your kit...foundations, brushes, a wide variety of colors...once you get that, you can then check Craig's List or Model Mayhem or other places similar to that & begin to do photoshoots TFP/TFCD (Time for prints/Time for CD) and build up your portfolio until you can start getting paid jobs.
This is A LOT of work, but once you're there, it's quite an amazing thing.
Training/liscensing (depending on your state) is not 100% necessary, but it definitely helps. Doing it on your own involves tons and tons of research, money, time, etc. Schooling still involves all of that, but you have people already working in the field giving you the tips & tricks & stuff...and it also gives you instant credibility.
Take a search through this section of the forum & do a google search for other MUA forums (real makeup artist forums, not necessairly just makeup enthusiasts) & you will probably get a few more answers.