It's your club, you can do what you want!
I'd get the word out that you are starting the club in craft stores that sell clay and whatever other ways you can, set a meeting probably in somebody's home, do some show and tell, try a technique or two, have some fun. Once you get a bit established and have a core group of interested people, elect officers, decide if you want a treasury (which you need if you want to buy stuff like videos for the club, if you want to pay teachers to visit, if you want to rent a space for your meetings, etc.) Getting a bank account for a club is one of the more "serious" steps in setting a club up, since you need to figure out who gets access, who is responsible, what happens to the money if the group disbands, etc. (But you don't have to do that from Day One, either.)
You can certainly see what the National Guild has to offer or suggest, but official affiliation is kind of secondary to getting started.
My area guild meets on a night I have to work, so I haven't gone in ages. But it used to be a lot of fun.