I would start by looking in public libraries, shops, and by asking. Edit: most libraries will organize (or relay) various events, or they might know someone who does.

Without knowing what you’re looking for it’s difficult but let’s say you like to play chess like I do. The first think I did when arriving where I live is visit a chess shop and ask questions. The guy gave me a couple addresses, I went there and met people there, who helped meet other people and so on.

Edit: I would also check local newspapers and bulletin-boards.