Do I go down there and fill out an application and work that day and get paid that day

You have to fill out the application the day before working. There is testing after the application.

Go after 9am. Do paperwork and go back the following day

If you fill out the application early enough that day you may get work, showing up at 5:30 am when they open will get you the best chance of getting work that day. Daily work and daily pay. Pay goes on the card after you turn your work ticket in after your shift.