Using the home tab on your phone, select “Buy A Strip Club”, the same way you’d purchase a retail business or vet clinic. Now you’ll need to actually purchase the strip club. Just depends on what you want your club to be.
If you don’t want to use a stripper pole you can use a dancing spot. Just be aware to place the stripper pole that comes with the mod. The first step is to build a strip club any way you like.