Most clubs should be absolutely fine with you sitting in and watching a class. However, when it comes to a free trial, one class is unlikely to give you all the information you need, and most clubs are on pretty tight budgets anyway. The best policy is to ask if they have a paid trial program – that way you'll get more than just one class, you'll show the club you're keen to really get a feel for the martial art and the instructor will be grateful for your support.