Hi Helen
If you get one of the dog papers i.e Our Dogs or Dog World they have listing's in the back of shows and events. Alternatively have a look at your local pet stores, Pet at Home normally have a notice board. If you have rescue kennels locally, most have a companion show sometime during the year for fundraising, these however are normally held during the summer months.
If you have a look on the KC website they will be able to let you know of any agility clubs in your area, be aware however most will not commence training in any capacity until the dog is 12 months. Obedience may be a good start until then and some clubs combine the two activities.
Cheers
Vicky