At most clubs you walk around and ask the customers if they'd like a private dance (or lap dance depending on the club). Some clubs just have stage dancing. Often there is a private area that you can go for a dance. Be careful, though, the dim lights and the privacy tend to make the guys a little frisky. Not in a bad or scary way just in a way that may need to be corrected.
The most important thing to do when you're dancing is to SMILE AND MAKE EYE CONTACT. Nothing turns a guy off faster then a dancer strolling bored around the stage while staring vacantly off into space. Try to make each guy you're dancing for think he's the ONLY guy you're dancing for. This is how the pros make the big bucks.
At many clubs a significant part of your nightly earnings comes from dances. Most of the time the customer will pay for you to sit and talk with them as well. Guys vary a lot but it's always important to be attentive. Nobody likes to feel like they're being ignored. Most guys are pretty nice and easy to talk to. Provided you're a good listener and act interested, it's no problem.
Then you get the guys who aren't trying to be obnoxious- they just don't have the best social skills. They will sit and alternate between nagging you to go out with them and lying about how much money they have, how many places they've traveled, how important they are in their company, etc. Simpering and looks of wide-eyed wonder come in handy at this point.
Some guys are an absolute pleasure to sit with: they buy dances, they visit on a regular basis, and best of all they're lots of fun to talk too. It's guys like this who really make it all worth while.
When dancing it's important to stay motivated, at most clubs you are an independent contractor. You won't get fired if you don't work hard and no one will say anything if you decide to hang out at the bar and talk all night. You need to treat it like a job- not a social experience. Decide on what time and how long you will have dinner for, the rest of the time work the floor as hard as you can. Make sure you always get at least 8 hours of sleep so you're not tired. You'll look and feel better.
Set a clear goal, try to get 4 dances and hour, as you get better set higher goals for yourself. Never assume a passive approach and wait for them to call you over, stay moving and keep working. If it's hard and you just can't get motivated make a game of it, make bets with other girls on who can get the most dances. Promise yourself ice cream if you reach a certain mark, whatever you have to do to stay motivated and keep earning money.