Nikko, I'm not sure whether you're just confused on how to relate your experience, or you just haven't even bothered reading up so far.
Go to McKinsey's careers page. Or any other consultancy for that matter. There's usually a page with the title "What we look for". For McK, it says leadership, achieving etc.
Have you run a student club/society? That's leadership. So is organising an event for a society, running a fundraising event, organising a field trip, whatever.
Frankly, you've got to use your intelligence to figure out how your experience so far shows your achievement along the dimensions consultancies look for.
If you've really done nothing whatsoever other than attend classes all your life, or you have but after applying yourself you can't figure out how to put it in a CV, you will have problems getting in, and rightly so.