The club sequence takes place in the timeline before the Marco hookup. After Will's class earlier in the day, you get to choose who you want to spend the afternoon with. At the end of that afternoon hangout, you get asked how you want to spend the evening - that's the point to pick the club.
If you have a save prior to that point, you can load it up and make the choice. Otherwise fast-forwarding from the start using the skip feature will get you there.