If you want to buy and sell stocks without a broker, you can open an account at any of a number of online stock traders for usually a minimum of $500.00. My favorite is Questrade. Once you have opened the account and placed money in it, you can buy and sell at your own discretion keeping in mind there will be a charge for each transaction.
If you just want to see how well you would do without actually risking any money, you can sign up for a fake account and trade with fake money, usually for 30 days without any fees. You will still get more or less real time quotes and real time transactions, including after hours transactions, but your balance statement will be in "pretend" dollars, not real. This will give you an opportunity to decide whether you are suited to investing in the stock market or not.
On the other hand, if your question meant 'how do you physically get to a Stock Market', there are many, and you can look up the addresses for yourself. NYSE and Nasdaq (often called OTC) are both in New York City; TSE is in Toronto; Vancouver, Philadelphia, London, Paris and many other cities all have stock markets (ie, physical buildings housing stock exchanges).
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