Your best bet is to find a state park or private ATV park dedicated specifically to ATV off-roading. There are over a dozen parks to choose from in Missouri, so try them all and find your groove. You must stay away from railroad tracks, paved roads, and streams or creeks. If you are riding on private property, you must get consent from the owner prior to riding. Some municipalities in Missouri may allow ATV usage on its streets, but this will vary by town.
Check out these Rockaway Beach, MO ATV/OHV resources: