Look for posters advertising shows, record shops are the best bet but you could also try any downtown/mainstreet area, shopping malls or colleges/high schools.
Facebook events are a good way to keep up as well, if you live in an area that frequently gets bands coming through then you can check some of those bands and see where they play in order to find the venues, in my experience Metal bands tend to stick to the same venues so once you got the venue finding shows becomes pretty easy.
If you see someone that looks like a Metalhead walking around you can just try asking them, it isnt guaranteed to work but chances are they might know about local bands, venues, etc.
Ask around on subreddits, there's plenty of Metal-related ones and the people that go to shows are often passionate about their local scenes as well.