The United States District Courts are the federal trial courts of the United States Judiciary branch. There is at least one judicial district for each state, however a State has no bearing in the creation of a District Court, instead this power of assigning District Courts are bestowed to congress under Article III of the Constitution, in which it established a Supreme Court, but leaves to Congress the power and authority to create lower federal courts as it saw fit (in this case District Courts) and so a State can't conventionally "apply" for a district court since it's up to congress to see if it's needed.