If you're in Pennsylvania you need to go to the website for the Office of Unemployment Compensation.
It has a very clear tab for COVID-19 information for impacted workers. When you click it, you'll be taken to a page with all the information you need, including who's eligible, a link to apply and information on how the process works.
It's the same for New Jersey and Delaware. New Jersey's page also has answers to your questions like 'I just lost my job, now what?' and 'How do I complete an application?'
There are a number of things you'll need to have when you apply for unemployment, like your personal information, including your social security number and valid email address, your employer information and employment history for the last 18 months and your direct deposit bank information.
If you're on active duty in the United States military or if you worked for the federal government in the last 18 months, you will need some other forms.