Borderlands 3 has 6 Proving Grounds / Trial Locations needed for the 100 Proof Trophy / Achievement.

None of them are missable, you can get all of them after the story in free roam.

Trials are like mini dungeons with normal enemies and a boss at the end. On the world map they are marked as normal side quests with a yellow exclamation mark. Collect the side quest, then return to Sanctuary and go to the command bridge. There you can put in the coordinates to the Proving Ground where the trial takes place. Land via the drop pod and then talk to the NPC that gives the trial quest.

The story takes you to all of the required main areas automatically. If you haven't been to an area yet, don't waste time searching for it. Just proceed the story until you get to the quest areas.