Watch for announcements from your local precinct leader for the time and location of your district caucus. You will need to be registered with either of the two major political parties (Republican, Democrat) to attend the respective caucus.
To present an idea of the caucus training that occurred in 2009 a list of videos has been compiled and can be found at:
Caucus usually occurs in the evening at a nearby school.
This event is posted without specific details for the time and locations. Find out who your precinct leader is. Get involved and volunteer. Attend a caucus.