The basic procedure goes something like this:
1) Take hose or screw driver and place one end on a part you suspect makes noise.
2) Place your ear on the other end of your listening device.
3) Listen

Obviously this is for stationary parts and as whiskychaser said, you gotta be careful to not put your head/body parts in harms way. BTW, if you suspect the cooling fan clutch to be the problem, remove the fan assembly from the engine (when it is still cold) and fire it up. If the noise is gone, then you've found your culprit. HTH