So I started to go to the clubs sometime. Can't figure out this thing grinding, when I dance there, girls often start to dance closer and closer, but in 2 minutes they run away no matter what I do. I tried actively grind with her, touched her or even when I ignore and don't do shit they run away. So I don't really understand what should I do and how to escalate from there.

Are they running away after you grind with them a little? If so you might be getting a little too touchy. When grinding for a bit try to detach them from you and look them in the eyes maybe give them a twirl then go back to it. If you feel like you are almost dry humping them from behind its a little much.

Girls like to dance cause it's a pretty innocent way for them to feel "naughty." Except when they feel like things are getting pushed too far, it freaks them out sometimes. Other times the girl will like it. The running away thing happens to everyone. I really don't take a girl dancing with me very seriously. A lot of times we don't even see each other's faces.

My advice to you would be lead by telling her what to do. Make her seduce you by dancing for you. She wants to feel sexy... Not feel your sweaty ass shirt rubbing up against her.