These directions will be coming from Greenwood since that's the way most people come from. If you're coming from elsewhere, please consult the maps.
You leave Greenwood on it's major thoroughfare going east on 82. When you come to the large 3-way intersection with the sign on your right pointing to Winona, Holcomb and Grenada, go left on 7.
Keep going north on 7 a while until you see the AVALON sign on the right. The historical marker will be on the opposite corner. Follow the arrow to your right and keep driving on 41 around the big curve ignoring the "road ends" signs (it was recently paved).
A bit down the road on your right is the remains of the Valley Store and the Blues Trail marker. Follow the pavement for a bit until you come to the only four way intersection in the area. It's easy to miss because two of the directions aren't paved. To your right you should be able to see the sign for the Valley Advent Christian Church. Head to the left on the dirt road.
The road will fork a couple of times, just keep left. Eventually, you'll see a big grassy clearing on the left and the museum.