Do you dance at the club by yourself?

I went to a club with my friend and all his friends, and he'd keep telling me to loosen up and dance but I don't really know how to dance and I didnt really want to dance by myself while his friends were just standing around chatting. But one of the chicks that was with us danced all night, and no one from our group was dancing with her, but some randoms came and joined her and she was having a good old time - I couldn't do that. What do you think I should've done?

And secondly how do you dance at a club?