They're called "demos," which is short for demonstrations. They are usually held at your local dungeon on a fairly regular basis. The two in my area have them at least once a month. There are also quarterly events and yearly events which may last an entire weekend, such as DomCon. You can also find a mentor who is willing to teach. In my opinion, mentoring is best done dom-to-dom or sub-to-sub to avoid any moral or ethical problems such as developing romantic feelings or a sexual relationship.