The best way is to contact any mental health professional known to you or in your town as he should be aware of any such support group activity . Alternatively, you could check with a known support group of neighbouring city who may be networking with a support group of your town.
SHGs which operate in cities/towns may have their own websites or may have visited other mental health websites. If you post a query on any of them they should be able to direct you to the SHG nearest to your location. One of the most active and resourceful sites worth visiting is www.karmayog.org either for posting your query or locating a support group convenient for you.