First, check that the club doesn't exist already. Use the search feature for this. Just plug in the name of the celebrity, show, character, pairing or item that you want to make a club about. If there isn't already a club for it, then go ahead and make one. If there IS already a club for it, please don't make another one. It will only be reported as a duplicate spot and eventually deleted.
Now if the spot doesn't already exist, then go to the front page of Fanpop and scroll down a bit. At the bottom of the right column, there's a section entitled "Browse Clubs". Right next to the heading for this section is a link to "Create New Club".
From there, just follow the instructions on the screen. Fanpop will walk you through the information it needs in order to create the club.
This question and many others are also answered in a great article by germany123
link. Check it out! :)