I’ve been reading a bunch of results threads, especially the ones of the top colleges such as the Ivies and I noticed that some posters had done research during high school at colleges/universities. As a high school sophomore I was wondering, how do students do this? Who do I contact? Do I need to apply? Thanks! 
It really depends on your background. This really requires you to take the initiative. You need to go out and find a company that works in an area that you are interested. For many of my peers, they went to engineering firms in nearby cities. That being said, many had connections to the firms. Overall, start contacting places that would make sense for you to help out at. Sophomore year is pretty young still though, and I would wait until junior or senior year. Best of luck!
Talk to your high school counselor. If you are interested in science, ask one of the science teachers at your high school if they know of any opportunities.
In our city, there are summer internship opportunities run by a few programs. These include research internships. My oldest son was able to do one of these the summer between his sophomore and junior year.
There is also a research university/hospital in our town and they run a program that teaches high school kids how to conduct research. It’s a free (but competitive to get into) evening class once a week from January through May and results in the kids being paired up with a researcher in their area of interest for a summer internship.
We live in a big city - but it may be that opportunities like this exist where you live. Start with asking the adults at your high school.
Also talk to your science teacher.
Friend’s kid wrote to researcher’s at a major hospital in our city that her teacher had suggested, her school had some list I think. She worked there over 2 summers
Okay, thanks!