I think the main job of internal auditor is catching fraud or helping management to ensure everything is compliance with the law.
Depends on your background, if you are computer/IT person... you could become IT Auditor; you would check access control and other activities on company's database management. If you are finance/accounting, you could be in position to review payrolls and process of revenue/expense cycles. if you are lawyer, you would be checking company's compliance issues.
most auditor begin work in public accounting firms; you probably need a degree in accounting to get in. if you already have a college degree, i suggest take a couple of graduate level accounting class, particularly in auditing and IT auditing... just to understand the concept and to see if you like the subject.