as barmaid says, the calandar of grants are an annual index of grants of probate in huge yearly volumes starting in 1858. At the back of each volume there are the administrations of those that dies intestate until the later 1800s and then thet are both mixed in. The indexed information is in alphabetical order by surname and then christian name and gives the persons date of death, the date probate was granted, the ammount of the estate, the exectuters and their addresses, the address of the deceased at death and their occupation.
The information you need from these grants is the probate district, this is listed at the end of each entry and rom there you would contact the relevent probate registry to pay for a copy of the will.
before 1858 grants of probate and letters of administraion were granted by the ecclesiastical courts, the highes being the prerogative court of canterbury, to have your grant from there you would have had to be very wealthy and have owned land across the country.
then the districts are divided into the north and south courts of canterbury and york, depending on where you owned land, then within the smaller church courts and down to the local parish. Copies of indexes and the actual wills should survive in the Diocesan archives which are now usually the county record offices.
the calendar of grants, the huge volumes i first mentioned, are available to search in most county record offices, some wills from 1962 and earlier will also be at the CROs relating to local probate offices as the CROs also act as the archive for probate offices in many cases.