There are several places. Your local library might have a section dedicated to Japanese literature where you can borrow short story collections for free. Additionally, some online forums and communities focused on Japanese language learning or Japanese literature often share links to free Japanese short stories.
One great source is the digital collections of some Japanese universities. Some universities make their digitized collections of Japanese literature, including short stories, freely available online for educational and research purposes. Also, some independent Japanese authors may post their short works on their personal blogs for free.