You can get an estheticians license, but TBH, depending on where you live, it won't really help you become a makeup artist anywhere but in a salon. Although I think Colorado and Alaska require that any MUA have an estheticians license, even if they work at a counter. Most freelancers do not need any type of license.

IME Beauty school teach the very basics. You'll probably spend the majority of your school time practicing facials and hair removal. I really, really recommend you not go to school for your estheticians license unless you have to and/or you really have an interest in working in a salon or spa (which there is nothing wrong with!). A license might help get your foot in the door at Sephora since you'll know more about skincare than mose applicants, but last I heard it wasn't a requirement to get hired and it won't really help much. It's expensive and time-consuming to get your license, so don't waste your time and money if you don't have to. (However, an esthetician license will make you eligible for most of those sweet, sweet MU pro discount programs and wholesale pricing on haircare and manicure products)

There are schools that teach makeup, like MUD, which are probably great if you want to learn FX and film/TV techniques but aren't necessarily required to be a MUA.

Louisiana is the only state I'm aware of that offers or requires a makeup license but I don't know any details about it. Anyone feel free to add deets or correct me on any of this.

What I'd do is visit your local stores, if that's where you want to work, and just ask them whether licensed estheticians have an advantage when it comes to getting hired as MUAs. You can ask what percentage of their current staff is licensed and if they favor a particular school or whatnot.

A lot of TV/film MUAs get their start by assisting established artists. If you're in an area where a lot of filming is done, that's a great way to get your foot in the door.