In order to create a hunting club enter the Hunting clubs button visible on the right side on the main screen of the game. Then proceed to the Create a club option visible at the left menu.
Here, you can choose a Club name (it cannot be changed later) and choose an emblem to represent your Club (can be changed later). Once it's done, click the green button with a shield and a plus sign on it. Each club can have up to 20 members.

Creating a club costs 5000 Coins.