Agility or training clubs in your local area will host trials for different organization. You don't need to be in a member of a certain club to compete. You just need to be registered with the organization they are hosting. I hope I didn't confuse you.
The first step in getting started in agility is to locate an agility training club or school that will teach agility. You can search for a place near you by using the website :
http://www.cleanrun.com/agilityinfo/...clubsearch.cfm or other likewise website.
I hope it kind of answer your question.