The Clubs feature is off by default. A school administrator turns it on in Settings by choosing "Yes, display the club feature." Until that setting is enabled, the Clubs navigation item, club pages, and club reports are hidden and cannot be accessed.
Once Clubs are enabled:
To add a club, open the Clubs area and choose New Club. You'll set the club name, description, advisor, whether it's private, the grades it's aimed at, and an optional maximum size. After the club exists you can set up its meeting schedule from the club's page.