Hi,
Me and my partner have been discussing this more recently and I just wanted a bit of advice really?
We’ve both found a club local to us that we want to visit but neither of us know what to expect. Can anyone offer any advice or a rough idea of what we should expect when we go please? 
If it is a decent organised club it will have set rules.
Some couples go with the intention of playing whilst others go to just watch, there is no set rule as to what you actually do or don’t do sexually.
With regards to rules a decent club will not allow photography, touching other people will only be by invitation. Some clubs serve alcohol but drugs are definitely not permitted, there should be door staff at the event to prevent this and to keep couples and single females safe from unwanted attention.
As for playing, they do normally have separate rooms for people to join in with each other, some have themed rooms such as for BDSM play, swinging and Bi rooms, not all clubs have this but some do. A lot of clubs state you can wear pretty much what you want, lingerie leather outfits, x dressing ect. You may want to go in a costume or outfit that you feel comfortable in.
As it is your first time it may be worth just going with the intention of observing and getting a feel to how things work, as well as deciding if you like how the club is organised. There should be no pressure on either of you to participate if you choose not do. But if you do feel comfortable after a while and choose to play, other members-should-be aware of the boundaries laid out by the club.
Hope it goes well, let us know how you get on. There was another couple from this forum, forget who now, who recently went to a club for the first time, if they read this they maybe able to give you more of an insight.
Yes - the club in question.
We’ve been to many clubs and each is unique. Some are ‘wet’ clubs where you strip down to towels/underwear as soon as you arrive whereas others are ‘dry’ and you stay clothed. Some have licensed bars, others are BYO. They will have different rooms and facilities, often sections just for couples, public and private rooms and all manner of other options (our old favourite had an indoor 'dogging area with the front ends of old cars!). Some may have hot tubs. Some may have pools.
Your best bet is to contact the club directly. They will be able to answer all specific queries re facilities, membership, rules and regs, and will be happy to help. Most will give you a tour on arrival and even introduce you to regulars who will be able to give help and advice too. Most decent clubs will have a website with images and FAQ sections too.
General club etiquette is common sense.
Go with no expectations, an open mind and even if you don’t do anything - enjoy the atmosphere and experience.
Good luck. 
Spot on, what those guys said.
Don’t be afraid to email them with any questions or worries you have.
You’ll find that most people are really friendly so just go in with and open mind, ready to socialise but knowing your own boundaries. Just enjoy the experience together and don’t rush into anything.
Carry on communicating throughout the evening so you are aware of how each other is feeling.
Be confident and feel good in whatever you choose to wear - you can’t go wrong with a LBD and maybe bring a sexy piece of lingerie to change into if you’re feeling super brave 
Here’s my post that I think @DanceswithPenguins was referring to:
We’ve now been to a handful of clubs and really enjoy the atmosphere although we only really play with each other when we visit - we use the time to meet new people, socialise and establish any connections with other couples x
Ahh fabulous thank you so much for the help! 