Applying for a job at Tesco is similar to doing this for any other company. You will need to get the application form to start with. You may be doing this from a local job advertisement where you may need to telephone someone and ask for it to be sent or through an agency, who will send it to you. Some higher level jobs may just need a CV or resume, but you will be informed, if this is the case.
If you are resigning from a job, then you may feel it does not matter how you do it. However, there is a formal process that you have to go through. This is because you have a contract to work for the company and you will be ending that contract and so need to inform them formerly of that.