How can I pursue on the job MBA in HR or finance course? Where should I apply for the same?

You have to apply for an entrance test like CAT, MAT, CMAT, ATMA, etc. For pursuing MBA in any department, the specialisation you can choose according to your interest and in what things you are good at.

You can give the competitive exams like CAT XAT and get good scores to get calls from good colleges. MBA in any domain will give you the same benefit. You need to know where your interest lies, and then choose your stream accordingly.