I've done it, and it was quite effective. I don't know what field or business type you are interested in, but obviously they must have a seasonal cycle. They have a time of year when they are most likely to need more people. That is the best time to call and ask if they will have any openings coming up or if they take applications. Ideally, you tantalize them with a detail or two about your skills and background, to make yourself sound desirable as an employee rather than clueless/desperate/other. That's how I usually got jobs, and I expect that's how I'll get them in future, if I ever look for another one. Since you don't have a name of a person likely in charge of such things, you'll call and get a receptionist, and you can ask them who is the person or department in charge of these things. Write down the answers. I always wrote out well-phrased questions and statements, because I generally am poor at communicating with people off-the-cuff or thinking on my feet with people. Which reminds me: stand up when you make these calls. You'll have more oxygen, feel more confident and sound better. Good luck. It's way better than answering postings!

I hate getting cold calls, but a business is open for business. I figure I am offering them something they may find of value, and I am going to be polite, professional, pleasant, and not waste their time.