We present methodologies for calculating the direct correlation function c(1,2), the cavity function y(1,2), and the bridge function b(1,2), for molecular liquids, from Monte Carlo simulations. As an example we present results for the isotropic hard spheroid fluid with elongatione=3. The simulation data are compared with the results from integral equation theory. In particular, we solve the Percus-Yevick and hypernetted chain equations. In addition, we calculate the first two terms in the virial expansion of the bridge function and incorporate this into the closure. At low densities, the bridge functions calculated by theory and from simulation are in good agreement, lending support to the correctness of our numerical procedures. At higher densities, the hypernetted chain results are brought into closer agreement with simulation by incorporating the approximate bridge function, but significant discrepancies remain.