He will take your passport and documents to the embassy. He will also advise you on what's required. You pick up your passport the next day, hopefully with your visa. Costs 30 ringgit
I just did mine yesterday. You will need a ticket out. I just go to Skyscanner and buy the cheapest ticket anywhere, usually about 20 bucks, but you will need to show proof of payment, not just confirmation. I use the guy at Banana hotel, costs an extra 30 ringgit. You will need proof of accommodation in Thailand as well.