Start with your local government council to understand the licensing requirements for wildlife as pets. From there you should be able to get additional information and resources to acquire the pet and to care for it.
I'm sorry but, seriously? Why would you want to buy a sea lion? Where would you keep it? Anyway, I'm guessing that there are some special things that you must do, such as: Find a place that has sea lions for sale(adoption), Meet certain requirements(like having a adequate enclosure for it.), fill out forms, make requests, and other stuff. I may be wrong, I'm not an expert on this sort of thing. Hope this helps a bit!