Adair Ranges are about 15 miles outside of town (NE) on the general way out to Yuma Proving grounds.
I would suggest you contact Sprauges Sporting Goods (www.spragues.com) in Yuma at (928)726-0022 and they can also help you with more information about the range. They are about the best place in the area for all your shooting needs.
There is a website for Adair but for some reason it aint coming up for me today and I had original found it off of Sprauges site.
There is also a range about 100 miles west in Alpine CA and one a little farther west in El Cajon along with the big one up by Miramar NAS.
Depending on the reasons why your in Yuma it could be a great weekend or day trip to San Diego and also get a little shooting in as well. Trust me depending on who ya are Yuma can get ya a little nutty and ya could need a break away.