It’s much simpler than you think.
The function you will be dealing with is wp_insert_term as I am assuming you only want to provide basic functionality to add a new term (club) and not update terms I won’t cover the wp_update_term function now.
The example below is very basic and is intended to be that way for brevity and clarity. You can essentially copy and paste the following snippet into an appropriate place within your theme file(s) such as your sidebar.php template for instance.
<?php
// Check to see if correct form is being submitted, if so continue to process
if( 'POST' == $_SERVER['REQUEST_METHOD'] && !empty( $_POST['action'] ) && $_POST['action'] == "new_term") {
// Check to see if input field for new term is set
if (isset ($_POST['term'])) {
// If set, stores user input in variable
$new_term = $_POST['term'];
// Function to handle inserting of new term into taxonomy
wp_insert_term(
// The term (user input)
$new_term,
// The club taxonomy
'club'
);
} else {
// Else throw an error message
echo 'Please enter a club name!';
}
}
?>
<form id="insert_term" name="insert_term" method="post" action="">
<input type="text" value="" name="term" id="term" />
<input type="submit" value="Add Club" id="submit" name="submit" />
<input type="hidden" name="action" value="new_term" />
</form>
NOTE
The above code makes no assumptions about security, as to whether or not users must be logged in to see and access the form above. If so you would consider applying the the is_user_logged_in function as a precautionary step.
You may also wish to apply some data validation/sensitization to the form input above of which you can read more here at the codex: Data Validation
Hopefully this sets you on the right path.