In most cases, there are a number of 'licensing' efforts you will need to look into. The most obvious is your local, county and state authorities. You will need a 'license' to operate as a retailer, maintain business premises, advertise, etc.

You may need federal certification or licensing for specific trades/trade goods. You may need Customs certificates, shipping and inspections, quarantine docs, etc.

The best place to start is a good local attorney who has experience in business operations in your state.

Good Luck!

Source: http://www.abusinessmentor.com

You might want to just get out the good old fashioned phone book, or go to the library and ask for their 1-800 business directory and call around to already established import, export companies. I would say the first step is to find someone who owns such a business and see what is involved. If that seems a little intimidating, you might just want to find a import/export company online and look over their website and see what it entails. Maybe even order something from an online, reputable known importer, then call them and see if they might want to talk business with you. That would be a first step answer to your question.