Before enrolling with a particular club contact them and ask if you can go to watch a class without your dog. This will help you decide if this is the right environment for you and your dog. Some clubs have waiting lists and you will need to book ahead, some accept people on a roll on roll off basis. Prices will vary from a joining fee and then weekly payments to a one off fee for a certain length of training.
Puppies are capable of learning simple commands from a very young age but don’t try to give your puppy a meaningful training session if he is tired, highly excited or busy exploring. You need his full attention, otherwise you’re wasting your time. You can build up to training sessions in more distracting environments once your puppy is reliably responding to your commands at home.