If you are already in a club but would like to create your own, go to the "Club" tab and click on the "leave" button. Then click on the "Create a Club" button on the next screen. You'll be prompted to select a badge for the club and to write a club name and club description. Then you can select which Story chapter the player should have completed in order for them to join the Club.
Once you are ready, ap the "Create" button, and the Club is ready!