You can do both. I believe it is better to go in person to the building. You will have to knock on the glass doors and then security will let you in. Ask for HR. Sometimes they do interview on the spot but not always. They do have large events where they will do applications, testing and interviews all same day. HR will be able to answer all your questions.
Usually you have to know someone. But the best way is going in and speaking with the people inside. They are super friendly and always helpful. Make sure you are dressed business formal, do not wear holy jeans.
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