During your neurofeedback therapy sessions, you and your therapist will work on getting your brain to do what it needs to do to be in the zone. Instead of forcing the brain into one pattern or another, the sessions will simply reinforce the good patterns with positive feedback when it reaches those wavelengths. Over time, the use of these wavelengths may become habitual, and you will most likely be able to access them more easily at will.
The process could be compared to training a dog. When they're doing the right thing, you want to reward them swiftly and well. Almost any sentient being responds well to positive reinforcement, and your own brain is no different.
If you were to go to a neurofeedback therapy session, the therapist would simply "hook your brain up" to an EEG machine by means of brain wave-reading leads attached comfortably to your scalp with a water-based gel. These leads would help the machine read the waves that your brain puts out, and the machine would respond in some form to the waves.
Some therapists, for example, have the neurofeedback machine hooked up to a DVD machine that will play a movie when the brain is in the right wavelengths and will fade out when the wavelengths change. In this way, your brain is positively reinforced for acting at its peak of performance, and you learn how to consciously access that "zone" at any given time.