Do we need to study first and then get a job abroad?Also, are there any scholarship programs?

NO, there is no such specific requirement to first study abroad to apply for a job there, however, studying in a specific country before applying there for jobs increases the probability of you getting a job and getting access to more opportunities. 

Here is a list of European scholarships that you can target: 

The Orange Tulip Scholarship in the Netherlands
VLAR
UCD Global Graduate Scholarships for Indian Students in Ireland
Rhodes Scholarships
GREAT Scholarships
 

 Here is a list of Canadian scholarships that you can target: 

Ritchie-Jennings Memorial Scholarship Program, 2023
-- Education Future International Scholarship - USA & Non-USA 2022

- Merit-Based International Student Scholarships 2022

- HEST 2023- Higher Education Scholarship Test For Indian Students

- Amelia Earhart Fellowships For Women 2023

- The James Alan Cox Foundation Student Photography Scholarship

- IWMF Howard G. Buffett Fund, 2022

Please let me know the country and university you want to apply for to get more information.