You can find the theatre opposite Hoan Kiem lake. For shows, there are a few of them every day as early as 3pm to the last show at 8pm. I advise you to buy ticket at least one day prior since the shows usually are fully booked. Entrance fee for adults is 100k vnd. If you wish to bring in digital camera, you have to add another 20k vnd before entering the hall. The show was fully in Vietnamese but despite that, I still enjoy every bit of the show. Aim for front rows if you can.