These days, Nazis are generally frowned upon by most. Nazis don't have a great track record, so this is in many respects understandable.
I don't like Nazis. Or I should say, I don't like almost all Nazis... I like a very select small number of Nazis... But that's a very long story for another time... And those Nazis did decidedly non-Nazi things indeed... And all those Nazis are dead now anyway.
Current day Nazis are generally a rather pathetic lot. I tend to view Nazis with a combination of amusement, pity and disgust. At first glance, this presents an obvious problem... But I have realised that I can tell Nazis from other political groups because they also tend to have shaved (white) heads, wear a lot of black, etc. Swastikas are another common clue.
When confronted with a Nazi who wishes to speak, what should one do? Obviously, let the Nazi speak. It's likely they will say some Nazi bullshit. Let the Nazi say their Nazi bullshit. Ignore it, or mock them, or talk to the Nazi about something else entirely. Then get on with your day.
Possibly, in rare instances, a Nazi will say something useful! Most likely, any such good idea will be totally unrelated to National Socialism, for example "Look out! Bus!". You'll regret not letting Nazis speak next time you get smashed over by a bus, while a gagged otherwise helpful Nazi looks on with an exasperated, pained expression on their face.
If some other person tries to stop the Nazi from speaking, in a society where you value your own right to free speech, you have a moral obligation to protect the Nazis' - and everyone's - right to speak.
Your right to free speech means Nazis have the same right.
Another group that has a right to free speech is people who don't think Nazis, or who don't think you, have a right to free speech! They have a right to free speech, and they are totally entitled to use it to tell us why none of us should have a right to free speech.
Your obligation, if you value free speech, is to defend the right of others to free speech. You must protect the right of people whom you disagree with, to speak. You have no obligation to listen to what they say; you can mock them; you can tell them to fuck off and go fuck themselves... But you must defend their right to share their views.
This is why Nazis - one of the least tolerable groups of utter bastards around - speaking freely is a sign of a healthy society with freedom of speech.
For example, there are very few (likely zero) Nazis in Saudi Arabia... If one were to express Nazi views there, they would probably find themselves being publicly beheaded. Perhaps you don't really care if Saudi Arabia beheads Nazis; fair enough. But Saudi Arabia doesn't behead Nazis, as there are no Nazis there to behead. Instead, they behead journalists, gay children, "apostates", and so on... Suffice to say, Saudi Arabia is not a society where people have a right to free speech (or, in many instances, a head).
Hopefully, you do not live in Saudi Arabia. Instead, you live in a society with freedom of speech. Such a society means anyone can be as comfortable as possible when sharing their views - even if their views are disgusting, insane ones like those of Nazis. If that is the case, you can be assured that you have the right to share your views too. I hope yours are better than the views of Nazis... But even if they aren't, I'll defend your right to have and share your views.
It is even possible that a Nazi speaking might be an opportunity for you to make a new friend! You can be friends with some Nazis and white supremacists - even if you aren't one yourself.
In fact, you should make such friendships if the opportunity presents itself. Though I would suggest getting to know one and other over matters unrelated to racial supremacy or genocidal intent. I suggest chatting over music, sports, or another common interest.
This is, as far as I am aware, the best known way of lowering the incidence of Nazism in your community. The proof of this comes via the astonishing work of Daryl Davis - an African American musician who goes out of his way to befriend members of the KKK and other white supremacists.