The Alexandra Falls is located on the Mackenzie Highway coming into the NWT from Alberta. You can't miss it because all the signs are clearly posted. It's part of the Twin Falls Territorial Park. Pics
McNally Falls is located about 30 kilometres west of Enterprise. Located along the highway at what looks like a rest area, you could completely miss this site if you didn't get out of your vehicle. Pics
Lady Evelyn Falls is located on the Kakisa River. Pics
Here's a link to the GNWT Parks and Tourism page.