People also eat a long sushi roll called Eho-maki (恵方巻き) on that day, too. It seems to be a tradition of West Japan but now is common in all over Japan.
Many temples and shrines have Setsubun bean throwing event on February 3rd. Here is a list of picked-up temples and shrines in and around Yokohama.
*There will be a lot of people so please be careful if you join with your young children.
These events maybe canceled or changed. Please check out your local temple/shrine, too.
Iseyama Kotaijingu Shrine (Sakuragicho,Yokohama)
Shinmeisha Shrine (Hodogaya, Yokohama)
Soji-ji Temple (Tsurumi, Yokohama)
Gate open at 10:00, starts at noon.
Hozoin Temple (Totsuka, Yokohama)
Seto Jinja Shirine (Kanazawa Hakkei, Yokohama)
Kawasaki Daishi (Kawasaki)English page
Setsubun event (Japanese)
11:30-, 14:00-, 16:30-
Enoshima Shrine (Kamakura)Website (Japanese)
Ofuna Kannon (Ohuna/Kamakura)Website (Japanese)
*CAUTION: They have the event on February 1st.
There will be some famous guests and they may limit the admission if there are too many visitors. The gate opens around noon and starts around 14:00.
And also at old traditional houses
Yokomizo House (Yokohama)English page
No details on the page but it seems the event started around 15:00 in the previous years.