If you don't wanna explore and find them your self. There is already a map on reddit with all the locations. Check the link in the spoiler.
I added screenshots for all the entrances. Since I found some off them a bit annoying to find.
I've added the map form the link above and added numbers so you can find any entrance you have trouble with. You only have to step in with your big toe to have it count. A progress screen should pop up and add the progress.