To secure an internship aboard, it is usually necessary to find a company that sets-up the internship. Internships are commonly set-up through a university for its students. Some agencies require a fee to secure a placement.
Internships are also available on company's websites. Find companies you would like to intern for and find positions under "recursos humanos" (human resources), "empleo" (employment) or under "Trabaja para nosotros" ("Work for us").
Newspapers post job offers in their job finder section "AquĆ hay trabajo". Most are posted on daily newspapers (Wednesdays & weekends) and specialized trade magazines and journals.
If you know anyone in Spain - get in touch! It's not necessarily what you know, but who you know. Friends and family, or any contact you have in your desired business may know of a position. There are also professional social networks which allow for people to make business contacts. You may also use EasyExpat's forums or network to meet other people living and working there to make business contacts.
If hired through an agency, the agency usually guides the intern through the process. Most interns receive a Student Visa. For more information on visa, consult the section on Passport and visas.