Will Henry’s Tavern in Monroe is located at 138 N. Madison Ave. in Monroe, Ga. Live music on a Friday night includes classic rock band Unlimited on Feb. 9. Will Henry’s Tavern in Monroe is officially open! The Monroe Will Henry’s is located in the old Napa Auto Parts Building at 138 N. Madison and even as you approach you are greeted by the aroma of their traditional cuisine! The menu follows.