You go to your nearest auction house that sells pictures, inter alia. They will have books of artists which tell them a) who F T Underhill was b)what records there are of this artist's work being sold and at what prices. They usually have someone who can judge what it will fetch, even without that information, judging it by the style , period, and craftmanship, because they know the market for such works.
Where are you? I can probably identify your best local house.
Right, don't know the geography of Dorset but by far and away the best house is Dukes in Weymouth Road, Dorchester T 01305 265080. Failing that, the next best is Bulstrodes in Christchurch T 01202 482244.
I'd give Dukes a ring. They might give you an idea over the phone but will want a photo and dimensions anyway , together with whether it is oil or watercolour, if you can say. It might be pastel, but oil will do for anything painted which isn't watercolour . The firm is very old-established. Bulstrodes are more modern and go-getting in manner. I'd choose the old-established first.