In order to have a healthy club economy it is vital to join a league. New clubs start in a league automatically.
If you do not have at least 8 players on your squad during the season update on Sunday, it will be removed from the league.
If you are not in the league, or want to play in another country, you should first find a country by going to "World" in the top menu.
Once you have selected a country, click on "Join this country" at the bottom left. You take over a bot club's place immediately and if you have a youth squad with enough players it will be placed into the youth leagues at the same time.
Also, all squads not currently in a league are automatically entered into one during the season update if they have enough players.