Most fraternities will have a schedule of Rush events. I'm not sure if on your campus all of the fraternities do it at the same time or not, but generally speaking you do just walk up and someone should introduce themselves to you. They want to meet you after all. If you seem to connect to the guys, then come back and see them again and again until invitationals/smokers/whatever they are... and see if you get asked back. I don't think it's uncommon to go to more than one fraternity for the first day or so, but narrow it down quickly.
Your campus culture may not be the same as above... hopefully someone else can give info, or you can contact the Greek Affairs people at Auburn, or.. .well I don't think my advice is that terrible if it's all you have to go by