I know a couple of people who've taken the exam in Neuchatel, and I'm reasonably sure one of them didn't do a course there first. It's DELF, though, which might help you with searching.
You can also order a book on Amazon.fr to help prepare for it, which will get you used to the format of the questions and what is likely to be asked (search for DELF B1, B2, whichever level you want).
Good luck with the exam.