Suppose I have two finite groups, then how I can find an isomorphism between them. The reason I am asking is whenever I encounter a problem that requires this, the best I can do is guess and "hope" that I got the right answer. Consider, for example the group $(Z_4, +_4$) and the group $(U_{10}, \times_{10})$ then the Cayley tables of the groups are as below:

I also listed the mapping $\phi$ that is an isomorphism from the first group to the second. However, I really don't understand how would one find such mapping without "guessing", what would be the general strategy to obtain this result?
Isomorphisms must preserve element orders. In particular, they must map identity element to identity element, so in your example $0\mapsto1$. In your example, one element in each group has order $2$ ($2$ and $9$, respectively), so $2\mapsto9$. That leaves $1,3$ mapping to $3, 7$, and in fact either $1\mapsto3$ and $3\mapsto7$ or $1\mapsto7$ and $3\mapsto3$ could be an isomorphism.