Across the street from the New River Campground on US 60 between Gauley Bridge and Cathedral Falls, is Hidden Falls on Laurel Branch. You will see a short section of guard rail on the north side of the road and a culvert in the middle of it. Looks like this. (38.158658, -81.187156) There's a small shopping center with a CVS and a Foodland just before the campground entrance.
Go up at the guard rail, over the tracks above and into the woods. You can't miss it. It's only a few feet.