I don't really understand what you want to do.
Have you written a play and want it to be performed somewhere?
If so - you wouldn't direct it yourself and would need to show it to a local community theatre (or enter it in a small regional new playwrights' competition) and see of anyone was impressed enough to consider producing it. But they'd decide on the director, the actors, etc. and you'd have no more input.
If you mean you just want to try directing, that's normally started by joining a community theatre as an actor, and after a few years, having proved that you know what you're doing, you'd ask to be an assistant director to an experienced person, who could teach you what to do.