Im not far from you, Kidwelly and Llanelli depending on whether im in my house or the parents.
There is a target club that meets on Carmarthen showground. They have indoor 10m in one of the cabins and some outdoor targets in the field. Its no where near a HFT/FT club, but they do have some facilities which are fine for practice. They do alot of work with disability shooters and are as far as i know the foremost club for this, with memebers travelling to comps all over the world.
If its proper HFt your after, then as above, Quarry etc are fantastic you will love it.
Theoben TTR1 .177, Steven B Blue/Grey Laminate Stock, Nutshot Mod, Falcon Menace 10x42 B20 Ret