In general, given a finite group $G$, you can find its conjugacy classes by choosing an element $x$, and computing $g^{-1}xg$ for all $g$ in $G$; this will give you the conjugacy class of $x$. Then pick an element $y$ which isn't in the class of $x$, and compute $g^{-1}yg$ for all $g$ in $G$; this will give you the conjugacy class of $y$. If $G$ has any elements in neither of the classes you have now computed, then pick one of them, compute its conjugacy class as above, and keep doing this until you have exhausted the group.
There are often shortcuts. David Ullrich has hinted that if your group is $S_n$ for some $n$, then two elements are in the same conjugacy class precisely when they have the same cycle structure. If $G$ is abelian, then each conjugacy class consists of a single element. The size of each conjugacy class is a factor of the size of the group. The elements of a conjugacy class all have the same order. If you know how big the centralizer of an element $x$ is, then you know how big its conjugacy class is, since the product of the two numbers is the order of the group.
Take some small (nonabelian) groups, like $D_8$ and $A_4$ and $D_{10}$, and work out the conjugacy classes. You'll be glad you did.