Getting into "Spring week"

Is there anyone who has done something called "spring week"? I currently study in Sweden and the main city of banking close to here is London. I'm just on my first semester of studys so im not applying for SA yet (should I?)

Does anyone have any pointers on what to put in a cover letter? CV?
Is there anything else I can do to improve my chances?

At my university, which is a Swedish target school (not a target school to anyone in London) There are no campus recruitment or anything like that. I have joined the schools Finance Society but I doubt that will make any difference on my CV.

Thank you