The overall experience was nice, but the process was very long, it took me almost 3 months to get to the final offer. But in general it was a very smooth process and they make the information very clear.
Once you apply they send you a link to a multitasking skills test, an English proficiency test and a kind of "personality" test. If you pass, they ask you to schedule a phone interview (30 min), and if you do well, they invite you later to a portfolio review interview and a technical test.
During the portfolio review (20 min) you can show some of your work briefly and they may ask you how you've worked with clients, with a brief, etc.
The technical test is an exercise of completing PowerPoint slides. The person in charge of the process will give you access to the company's computer and you work with the McKinsey PowerPoint program. You are asked to complete some slides that are "incomplete" for a fictitious consultant of the firm, you will need to format them correctly according to the company's brand guidelines (texts in X color, font weight, etc), assign icons to texts and correct the values of a table. You will also be asked to write an email to the consultant who "assigned you the job" mentioning details that you thought were important to highlight.
At the end of the technical module session, you will have a short interview about what you think you did well and what were the most challenging sections, as well as what you could have done better.
If you pass this stage, during the following days they will call you to schedule the last 2 final interviews (50 min each). In my case they were done on the same day, one after the other with a 15 minute break between calls.