The joke is that in both Human and Orc clubbing, the idea is to get a girl. Human Clubbing involves going out to an establishment where drink of a refreshing nature are served, referred to as a club, and drinking, dancing, using horrible pick up lines, etc. to get the girl back tou your house.
Juxtaposed to this is Orc clubbing which involves getting a weapon that is referred to as a club, whacking a girl on the noggin and taking her back to your cave.