You’ll need to open an account with a futures brokers. The largest and well known discount stock brokers like TD Ameritrade and Scottrade in the US do NOT give access to futures trading.

Depending on the markets you’re interested in trading futures in, there’re, broadly, equity index futures (ex. Emini S&P 500, Dow), commodity futures (ex. crude oil, gold, rice, livestock), currency futures (ex. euro, yen, pound), interest rate futures (ex. treasuries, fed funds), weather futures (ex. temperature, precipitation, hurricanes) and environmental futures (ex. carbon, sulfur emissions). Different contracts are traded on DIFFERENT futures exchanges (ex. crude oil futures are traded on the NYMEX, while Emini S&P 500 futures are traded only on CME Globex), you need to sign up with a broker that gives you access to trading on the exchange that offers the products you actually want to trade.