If you are referring to having a page here on CS where you can have a club and talk with other users about it, thats something you can set up from
here. But you should make sure to search that board using the search bar to check if there are already any active clubs for your topic before making one. On CS, we call those pages 'threads', some people will refer to them as 'forums' so it can be a bit confusing if you aren't specific, but on here we usually use 'forum' to refer to the entire area with all of the boards that contain the threads (so, saying forum would refer to the entire CS forums, and all of the boards and threads contained within it).
You probabaly already know how to make a thread since you had to make one to post this, but in case not, it works the same in all the boards. In the top or bottom left side of the board you'll see a 'New Topic' button, just press that to start creating a thread.

However, if you were interested in creating your own forum, there are free forum creator sites on the internet. You can't make one here on CS, but you can do a simple google search to pull up several choices. However be aware that you cannot make threads on CS to advertise your forum, your signature is a better place for that.