Contact your EMT course instructor, if you took your course in MA. They can give you a list of upcoming exams, and need to sign a form for you to take to the exam. If you did not take your course in MA, you cannot take the psychomotor exam in MA.
The COGNITIVE (knowledge/written/computer) exam is taken at a Pearson Vue Testing center. In order to locate the centers and register, you must follow the instructions on your Authorization to Test (ATT), from National Registry of EMTs.
I'm going to presume you have completed a state approved EMT course, and completed the state psychomotor (PRACTICAL) examination. You should have created an account on nremt.org and an "initial entry application".