Hi @Carl12,
I'm glad to hear you're excited about Experiences! The reason you haven't found any Experiences in Madrid is because it is not yet available there unfortunately. The current cities where Experiences are available are: Paris, Los Angeles, Cape Town, Tokyo, Florence, San Francisco, Miami, Seoul, Nairobi, Detroit, Havana, London.
You can see this list by scrolling to the bottom of the Airbnb homepage and looking at the 'Featured destinations' (as below). If you are interested in searching for Experiences in these places however, you need to use the app rather than the browser.
This Help Guide explains how you can register interest in starting an experience in your city. You might also be interested in looking at this thread which also discusses Experiences.
I hope you find some that you are interested in!
Kirstie