Look in your local newspaper and phonebook for folklorico troupes or dance schools that offer folklorico classes. The availability of these classes varies widely based on your location, but folklorico is becoming more popular in the States, so keep trying if you don't find anything on the first try. If there are no classes in your area, search the Internet for workshops that might be coming through your area.
If you have no luck finding a class or workshop in your area, do an internet search for instructional folklorico videos. These are hard to come by, but sites like mariachiconnection.com (see References 1) have a variety of instructional videos teaching dances from each region in Mexico. If you do find a class, ask to sit in for a session or see if the studio offers free classes. Make sure this is something you want to commit to before you buy the dance gear, which can be pricey. Ask if the school provides shoes and skirts, or if you're required to buy them. Some schools provide costumes, but request that you purchase a practice skirt and shoes.
Purchase a pair of folklorico shoes. You will probably have to buy them online or order them through a local dance supply store. If you happen to live in San Antonio, El Paso, or San Diego, however, dance supply stores usually have them in stock. A folklorico shoe is almost identical to a basic practice-style flamenco shoe, except the heel is about half an inch shorter. If you think you'll be dancing long term and want to get a pair of quality shoes, make sure the shoes are real leather and have rubber on the sole, as well as nails on the toe and heel. The nails give your footwork a defining sound you won't get with something like a character shoe (though buying a pair of character shoes will work fine if you're looking for something cheaper). A pair of good folklorico shoes will cost $40 to $50.
Purchase a folklorico skirt. The best way to do this is ask fellow students where they bought their skirts. More often than not, the school will refer students to a seamstress who makes them. This is important, since students can usually get a discount, and you won't have to worry about working with a seamstress who has never made a folklorico skirt before. You can also purchase skirts online. They can run anywhere from $30 to $100 or more, depending on the quality and amount of material used.
Attend class regularly, and practice in your spare time. Starting out is the most difficult, since your body is unfamiliar with the footwork and skirt work. Be patient, and before you know it, you'll be an experienced, proficient dancer.