The sleep study involves attaching electrodes to you along with other devices that will measure your brain activity, breathing, heart rate, oxygen saturation....
Sleep apnea is diagnosed by having an obstruction that prevents you from breathing, which then causes your brain to wake you up to breath. Because your not getting restful sleep you are tired all the time due to lack of REM cycles.
The best way to prepare for the test is to not sleep that day. Get up an hour or two earlier then you usually do and take no naps that day. It's not going to be something you can fake, since they look at your brain waves to see what stage of sleep you are in when the apnea occurs. If your awake and just stop breathing that will just look odd.