Can't find the place I want to apply online, so I will go to them directly and ask. Is this a good idea?

There is this place locally I want to apply to, but I can't find their company on indeed or glassdoor or any website like that in order to apply online. I've decided I will walk in there and tell them politely that I am interested in working there and like to apply. How can I apply there. Is this a good idea?

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