Actual JET here who was a former fencer so I guess I should chime in. There are some schools with fencing, but as mentioned, it is not as widespread. The closest ALT to me actually helps out with his school's fencing club so I know it is possible to join (not definite but possible). I even have an open invitation to join them, which I would if I wasn't helping with the basketball club at my ES all week (Literally. I get home at 7:30pm Tues-Fri and sometimes practice or have games on Sat or Sun).
Some tips on finding out if it's
possible to join the school's sports club without actually asking straight up.
When you first get there and do your 自己紹介, always mention the sports you do and that you did it in school/competitively.
If/when you get interviewed by the local newspaper, always mention the sports you do.
At every enkai, when you inevitably get asked, "What do you do for fun? / What is your hobby?" Always mention the sport.
Ask your supervisor at the BOE if he knows of any places where you can practice said sport.
If one of your schools is ok with letting the ALT help out, then someone will eventually say, "Hey, why don't you stop by?" That's what happened with me and basketball. There is no basketball club at my JHS but I was told that the ES actually had a basketball club that practices in the town gym. Something I would never have figured out on my own. Heck, if the sport is semi-big/well known in the area, you will get random townspeople who tell you about it (assuming you are in a rural area). There were 2 people in my town who randomly saw me and struck up a conversation just so they could say, "I heard you fence. You should go help out with fencing at <school> in <town> if you can."
If you do end up helping out with a club, I personally find that it would be best to:
Be serious about helping, even when students goof off. You can play around with them but always remember that there are times when you should step in and help/teach them parts of the sport. This may vary depending on your head coach.
Learn Japanese. At least the stuff relevant to the sport. It will make explaining stuff easier.
Be prepared to sink a ton of time into it. Practices are after school and can last pretty late. You should make it a point to always go.
Try your best to go to every weekend practice/competition. It will make the students more comfortable around you knowing that you aren't just some random guy showing up to random practices.
If you want to bring the students treats (like candy), only do it at a competition. Never do this otherwise as the parents usually don't want you giving stuff to the kids randomly. Also, always give the candy to the head coach or the main parent in charge of lunches to distribute (don't do it yourself). The first time I wanted to do this at a competition, I asked if it was ok. They said yes but told me the above (probably so I wouldn't do it at the wrong time later on).
Edit - One other thing I'd like to mention. Fencing had a small popularity surge after Yuki Ota's performance in the '08 Olympics so there are some small communities where it is well known. Those two townspeople I mentioned each had a son who fenced and saw me mention it in the local newspaper. That's why they approached me. Of course, it will be down to luck whether or not you end up in one of the fencing areas.