In order to attend these auditions you will most likely need to be either an Actor's Equity member, or an Equity Membership Candidate (EMC). You will also need to have an agent in order to schedule an audition time.
You need to act professional, be on time, know your lines, be confident. Remember to treat everyone you meet from the person at the front desk to the director with respect. Someone is always watching.
There is usually a huge turn out for Broadway shows in Chicago. Make sure you practice a lot and have your game one step ahead of the rest. There is a lot of talent, and it is competitive.
These auditions require years of practice and preparation. Many of the people going through auditions have worked long and hard on acting skills in order to even be considered. This is an honor.