Build the frame of the walls first by laying out a square of studs with four evenly spaced studs running up and down parallel to each other with one stud on top and one stud on the bottom. Nail all these boards together with two nails in each end. The nails should be at least 2 inches long.
Repeat Step 1 for all four walls. Raise the walls up one at a time and nail them together along their edges, placing nails every 12 inches. Build the roof frame by holding three studs in position between two walls, flush with the very top of the walls. Nail these boards in place with three nails in each end.
Attach the plywood sheets to the walls with 1-inch nails, nailing every 6 inches around the perimeter of the sheet, and every 12 inches on the inside of the sheet. Leave space for the door on one side and windows on the other three sides by cutting out sections of the plywood before you install them.
Attach a roof to the clubhouse using plywood sheets nailed to the top of the roof studs. Keep the plywood sheets very close together, and fill any gaps with caulking to make it more watertight.