hi suemore80
welcome to the Forum! You need to look for PhD studentships from universities who also open the application to non-EU nationals, see if you like the project, see if you meet their requirements and then make the application.
If you are overseas and they select you for interview, they could interview you through the Web, via Skype for example. Some universities make telephone interviews.
Be prepared then, as you need to speak fluently and sometimes they have a time limit for interviews. For example each applicant is only alloted 40 minutes.
best of luck
love satchi