@AC Tried to Vote
Please don't think I'm trying to teach you to suck eggs.
They usually do have large B&W signs outside saying "Polling Station", sometimes more than one. Many of them will have been set-up last night - although in some areas they don't for fear of vandalism. If the local officer in charge decides that the building is sufficiently off of a main thoroughfare, they may also have additonal directional signs pointing the way.
You will normally also see a uniformed police officer on duty - however, they may be inside. Their duty is to ensure that there is no voter intimidation taking place. You will often see other people hanging around outside - they must NOT approach you on the way in (this can be an offence), but can do so on the way out to ask how you voted, but you are at liberty to tell them to MTODB.
Please note that to vote, you must be registered; it is truly surprising how many people don't understand this. If you are registered then as Tim points out, you will have received a card. If you have not received it by 2 days before, you are supposed to contact the designated department at the local council.
It is possible that if something has gone wrong, and you are not registered, you may still be allowed to cast a vote, but you will need to speak to the the local staff as soon as possible. If they won't help, then I would suggest that you contact one of the election candidates; if they think that they might pick up a vote (and especially if they expect it to be a close election) they will do what they can to ensure that you get the chance.
When you get inside, read the instructions posted on a noticeboard carefully; in many cases, there will be a simple ballot, but sometimes (as it will be today), there may be more than one ballot paper. Sometimes you mark one candidate, other times you select more than one. Failure to follow the correct procedure will invalidate the paper - however, you may choose to deliberately do this to make a "protest" vote if you so choose; it is your vote after all.
In large areas, they may separate people by area, by letter of surname - my local station will have only a few people so the electoral officers may actually outnumber the voters at any given time! If you have your registration card it will make the process easier; if not then try to take some identification. They will emboss the ballot paper(s) to prevent fraud and hand them to you; if you are still not sure what the process is for filling in the ballot, you may ask those people to explain. Please note, you should NOT approach anyone else - this could result in you being ejected and being disallowed from voting.
They may require you to wait to enter a polling booth if it is particularly busy. They generally don't mind people chatting, but be careful that you aren't seen to be trying to influence anyone else.
When you enter the booth, there should be a pencil for marking the paper; if it is broken, you should immediately inform the staff. If you see any abandoned papers, hand them over to the staff. Mark your papers to cast your vote, then exit the booth and place the papers in the designated box as quickly as possible; do not hand them to anyone else.
Being allowed to vote is a tremendous privilege and one that people often take too lightly. Remember that many people have died in order that you might be allowed to have a say in how things are run in this country.
Above all, enjoy exercising your franchise - but remember it doesn't end with just voting in an election.