Generally, there are two types of scholarships: external and internal.
External scholarships are awarded to you by an external agency (not the university). This may be a research council, a government, a company or a person. Usually, this agency decides to pay your tuition in hopes of getting something back. Often they want you to contribute to the research world, or want you to work for them after you finish.
These can be quite competitive. To find them, try looking for government research programmes or for research council scholarships.
Internal scholarships are awarded to you by the university. The way this works, is that each department at a University has X amount of money dedicated to scholarships each year. They will usually announce a number of scholarships you can apply for. If you are lucky, not that many people will apply for that specific position. Because the money has already been assigned, all you need to do is outperform the other candidates for that position.
To find these, look at the department websites at Universities. You may also try sending them an email, explaining you are very keen on studying a PhD, asking if there is an internal scholarship opportunity available.
Thomas Engelthaler, Studying abroad since high-school, 10+ years as education mentor