Determine where you want to build your clubhouse. You'll need to build the walls on a flat surface, which can be poured concrete, wood, or anything else you want to make the base of your clubhouse as long as it's flat.
Draw a line on the floor where you would your wall to be, and measure it.
Lay plywood sheets on the floor, butted long edge to long edge, to eventually make the wall.
Apply a butt block strip over each seam in the plywood to hold the pieces of plywood together. Use the same type of plywood to make the butt block as you are using for the wall.
Add studs to the plywood, using epoxy like you might traditional use nails.
Add roofing of your choice to complete your curved clubhouse.