This Rabbi explains the reason.
Elul: The Sound of the Shofar
Blowing the Shofar in Elul- Rabbi Yigal Sklarin
If you do not have a shofar listen to it every day during Elul. You do not need to be in a "congregation" to blow the shofar it is often done by individuals outside of a place of worship.
Blowing Of Shofar