You must have a valid CCW for your state and you take a 4 hour course (must be taught by Utah CCW holder).
My local Indiana gun range will have a Utah course starting December.
Thanks. I just looked up classes for people in Illinois and it looks like even though we do not have CCW, we can apply for a Utah non-resident permit. We need to take the 4 hour class from a Utah approved instructor. 30 states recognize the Utah permit, so I may go for it.