They don't expect you to know Stata/R/Excel before the internship. They give you handbooks on those and have formal training sessions. The people you work with are also very thoughtful in helping you learn how to do you job. You work directly on a real case team and are assigned the same work as consultants (but often with more guidance which is helpful). You participate in all team meetings and calls, and may be asked to present your work to experts and your work is definitely used in the real cases. They set up a speaker series where you hear from people higher up in the firm and have chances to ask them anything. There are also many brown bag lunches and happy hours where you can meet people from your practice area. Full-time employees also set up informal happy hours/meet ups to get to know the interns.