The massacre site, 16 miles northeast of Pine Ridge town, is marked by a faded sign. It helps to read up on the events before you arrive. The mass grave sits atop the hill near a church. Small memorials appear daily amid the stones listing dozens of names. It's a desolate place, with sweeping views. You may encounter locals looking for donations. An ad hoc timeline lists acts of genocide against Native Americans.
The National Park Service has a downloadable document on Wounded Knee that is a good first step in learning more. Search online for 'nps Wounded-Knee-Bulletin'. The Story of Wounded Knee in Wall is another good source.