The same way we found where all nine levels were in The Legend of Zelda, we explored until we found them.
The same way we found all the different warp pipes in Super Mario Bros., we went down every one to see where they went.
The same way we found Erdrick's Armor in Dragon Warrior, an NPC told us what town it was in and we hit the search option on every single tile until we found it.
The same way we figured out which key card opened which door in Metal Gear, when we found a new one we went to every single locked door to check if it would open now.