In Costa Rica a nightclub is a strip club while a club is a dance club. Strip clubs are usually frequented by single males or couples (male and females together) and are not nearly as undesirable as they may be back in your own country.
While you’re at it, you may as well also know that public drinking is illegal in Costa Rica, so enjoy your beer or cocktails in licensed premises only. Moreover, just because you see locals enjoying an alcoholic beverage at the beach or in a park, without being fined, it doesn’t mean the same lax attitude will be extended to foreigners.