Purchase a ticket and join the fans at a game at Steel Arena. If there's nothing on while you're in town, you might like to check if there's a tour of the grounds.
There's a fee to visit this sporting facility, which is situated in Juh. But there's lots more to see around these parts than just Steel Arena. St. Elisabeth Cathedral, Sándor Márai Memorial Room and Kunsthalle are also worth adding to your list.