Go to the homepage. There are all kinds of categories there. Music, TV, etc... click on one. Then you should see the "add club" link somewhere on that page.
Seriously, the Fanpop Four should edit their FAQ on how to create clubs, because the FAQ has still been the same while the entire site got a makeover. And because you are the so-maniest person asking this, I'd say the Fanpop Four should wake up and fix some things on the site...
First, make VERY sure that your idea for a club hasn't been made already. If there's already a club for that topic, please don't make another one! Use the one that's there already.
If there isn't a club on your topic already, go to the top page of the site (click the fanpop! logo on any page).
Scroll down. In the right column, you'll eventually see the "Create a new club" button.
Click that, and take it from there. link.