Pick your bank. Despite the hundreds of Swiss banks the two biggest are UBS and Credit Suisse.
Contact the bank you want to do business with. The bank will tell you the terms and conditions of doing business. Despite the famous secrecy of Swiss bank accounts, many bankers will want to get to know with whom they are doing business.
Make an initial deposit. Most banks require at least $1,000 for the initial deposit plus start-up and maintenance fees.
Brag. You now officially have a Swiss bank account and can legitimately act like a spy and/or criminal.