They have them in Montana, usually on the weekends during the spring, summer and fall months of the year, somewhere in the state.
SKYWARN is not a club or organization, but in some areas of the country, where emergency management programs do not perform the function, people have banded together to form SKYWARN groups that work independently of a government agency, but they feed valuable information to the National Weather Service.
I don't have a SKYWARN number, but I'm not part of an organized group, yet when I call in my spotter report to the NWS along with my number, they immediately know where I am located because each person is in a database at their location, along with my name, and exact coordinates of my house (since I volunteered that information when I signed up).
I attended spotter training several years ago. It was free. They usually are.
I prefer being a part of the Storm Spotter Network rather than SKYWARN, because in most cases that I know of, those who belong to the SKYWARN network, refer their reports to the local law enforcement, which they in turn refer to the NWS, which issues their reports over the NWS Weatherwire and the media is then informed to inform the general public.
The immediacy of your information then becomes dependent on how quick the LE agency reports to the NWS.
By reporting directly to the NWS, I eliminate that step of reporting to the law enforcement agency.
I still have not found out how the heck you sign up for one. All I have taken is the regular storm spotting classes.
Probably the best thing to do is to ask the person responsible for setting up spotter training courses at your local NWS office, or better yet, find someone in your area who is a part of SKYWARN.