1. Do you need to be a certain age to atend these lectures
2. How do you find out where and when they are on
3. And about how much do they cost
There are two main sources of Magic Lectures. Those put on by Magic Societies, and those put on at Conventions. The Magic Society lectures are often for members of that Society only, and will normally be included as part of your annual subs. Occasionally the Society will put on an additional lecture for which they may charge a minimal sum.
If you wish to attend a lecture at a Society you are not a member of, then they may refuse, they may only allow you entrance if you are a member of another Society, or more often than not they will allow you entry. However, if you are not a member of the host Society there will nearly always be a charge, which will range. Normally in the region of £5-£10. But it will vary.
Age could be an issue here. Most Societies have a lower Age limit for membership anyway, and this is likely to be also used for visiting agicians as well, but there are always exceptions, so it is always worth asking.
Lectures at Conventions will more often than not be available for anyone who has registered for that convention, although occasionally there are some special "sessions" only available to those invited or that fit a certain criteria and sometimes these special sessions may be at an additional cost. Again, it's worth checking before you register.
As mentioned before. Lectures are a huge reason for being a member of a magic society. Most Societies will have at least a few lectures each year, some many more.
To find out the events of a specific Society in your area, either check out the website of the society (see the region list in my signature), but bear in mind not all societies have a website, so sometimes an email or phone conversation will be needed. Alternatively
www.magicweek.co.uk has a pretty good events page.