There are many testing centers around the country and at least one in your city.
Hopefully.

The exams are scheduled online via PSI True Talent. You must create an account and register. You will need an FAA FTN number, which you receive via IACRA. You will probably already have an account since you need it to request a student pilot certificate. This beautiful FAA document specifies all the requirements.
You will be able to find your closest testing center and choose the appropriate test.
You can typically book between two days a couple of weeks in the future. It's a standardized exam setting, so you will be asked to surrender your phone, graphing calculator with integrated satellite phone, and so forth.
Please consult your CFI for the appropriate FAA endorsements required to take the test.
After your Exams
You are required to correct the exam to 100% with your CFI and get an endorsement. Furthermore, your Designated Pilot Examiner (DPE) will look at the written exam results and (might) verify you have truly covered the deficient material. The exam will have codes of the "category of question" you missed, not the question itself (that would be too nice, right?). Here are the listed codes:
For codes not highlighted in blue, see this list. This is from the Learning Statement Reference Guide.
For codes highlighted in blue, see this list. This is from the ACS.

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