1) If you already have the 3-years experience (6000+ earned hours as an employed investigator) to qualify for an individual state PI license, then you can go ahead and apply now individually without incorporating yourself. But your personal name will be exposed and becomes a public record in New York as a licensed PI. Or, you can have IPIU incorporate you anonymously to protect your personal name and personal assets (in case their is a lawsuit later against you)
2) If you do NOT have the 3-years experience (6000+ earned hours as an employed investigator) to qualify for an individual state PI license, then you would have to locate a willing licensed PI or agency to provide you with full time employment for the next 3 years (or the next 6 years if part-time) in order to FIRST qualify for your personal individual PI license.
3) Remember, running any business as an individual and not a corporation has many risks and limitations involved. Setting up the proper corporation through IPIU will allow you to obtain an "agency license" which can employ as many licensed PI's with their names becoming part of a pubic record. Also, your corporation "lifetime membership" (through IPIU) provides for two ADDITIONAL FREE PERSONAL LIFETIME MEMBERSHIPS for either your family, partner, or colleague. For more on why you need a corporation: CLICK HERE
Another role you will have is President of the PI Agency, which gives you the authority to sign off on other employees your agency wants to "hire".
Your sponsor will simply be one of your vice presidents of the PI Agency you own, and will only work spare-time cases you need worked that you cannot work.
You can then start advertising as a licensed PI and start working cases. Pay yourself a full time 40 hour salary (no matter how small in dollars) for the next 3 years. Your company books will show you (in 3 years) have worked full time as a private investigator for a licensed agency. You can then proceed to qualify as your own sponsor at that time for your own agency.
As for you sponsor for the next three years, I suspect by then you will keep your sponsor on as a regular spare-time PI for his/her specialized skills, resources, and abilities. A 3-year relationship is worth keeping when it no longer requires you of anything.