Below is a Google map for the location of the Howelsen Hill Amphitheater.
Essentially you just drive to downtown Steamboat Springs, and then turn left on 5th street, cross the Yampa river about two blocks down, turn right, and you're pointing towards the Howelsen Hill parking area.
Howelsen Hill (and the amphitheater) is just a few blocks away from main street, also called "Lincoln Ave." or U.S. 40, and the amphitheater is really just the base of the main hill at the Howelsen Hill Ski & Jump complex.