1. Click the Golf Bag icon on the main screen to see your Clubs
2. Select the Club you want to put in your Bag and tap "USE"
3. If the slots are full, select the Club in your Bag you want to replace with a different Club. You can tap the double-headed arrow to switch the in-game default Club.

The Club that is in the Club Slot 1 will be automatically chosen first when playing the game, so consider that.

After you have decided which Clubs you would like to take with you, you are ready to start the game!