of an evening，属于习惯用法，用作状语。意为“通常在晚上；往往在晚上；经常在晚上的某个时候”，指动作的习惯性。

多跟always, often, would often (过去常常)等词语连用。

He always likes to go swimming of an evening.  他总喜欢晚上去游泳。

They always like to go there of an evening.  他们总是喜欢晚上到那里去。

He often comes to see us of an evening.  他通常在晚上来看我们。

We would often have a walk of an evening.  我们过去常在晚上散步。

I limited myself to two modest ambitions: to do phisical exercises every morning and to read more of an evening.  我把自己的决心限制于两项小小的抱负：即每天早晨做体操，常在晚上多读点书。

类似的用法，还有of a morning, of an afternoon, of a night：

What time do they get up of a morning?  他们早晨几点钟起床?

He is a watchman and sleeps of a morning.  他是夜间警卫，所以上午常睡觉。

We used to play basketball of an afternoon.  我们过去经常在下午打篮球。