On a high season weekend night, there are drinks stands outside and the streets are packed. You could probably wander until you found a club that looked interesting. In low season, it's quieter. You should probably have some club in mind and have looked at a map to locate it. A taxi can bring you to Lapa, but traffic may not allow it to take you to the door. When you are ready to leave, there are plenty of taxis waiting in front of the clubs.
You can look on YouTube for videos that show the street in Lapa at high season and the interior of some of the clubs.
Carioca Da Gema (one of my favorites):
http://www.youtube.com/watch?v=8xUM1QmSAJA
Scenarium:
http://www.youtube.com/watch?v=R1IJ548xgoA

This is a good informational site for Lapa:
http://www.lanalapa.com.br/


When you enter the club, you will be given a check. There is a cover charge (maybe R$20). Find a table and sit to watch the musicians/singer. If you can dance (usually samba gafiera), ask someone to dance who looks free to do so. When you order food and drink, it will be added to the check. Pay at the cashier as you leave.

Another place to try for local music is the small BipBip Bar in Copacabana, where you can just wander in and hang out without calling attention as a single.
http://www.youtube.com/watch?v=CcP6ZtRSTeQ