Visa for training in America

[Wanna-be]

Hi,

I want to become a helicopter pilot and I figgerd out that the best place for training is the US. But there are only 3 school or so, which can give a Visa. Isn't it possible to get a Visa on your own via the American emabsy, so you can train at every school, also the schools that can't give a visa?

Thanks!