Ahhh, forgive me, I understand now.
Nope, there doesn't need to be an application made, but the school does have to have your HS transcripts and you must be registered with the NCAA clearinghouse. In many cases, the schools will also ask you to provide some financial documents. This way the coach can show all the aid, (baseball, academic, need, grants, work study) that would be available as a total package.