Either make-out, or pull her somewhere quieter to talk.
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Be aware of dance-floor-monkey syndrome. When you are with a girl on the dance floor you will find it easier to stay in your comfort zone and not pull the trigger. You might both even be having fun, but nothing happens. As soon as the song finishes and you stop dancing, your girl walks away and you lose her.
Alternatively a girl might stay a whole night with a guy because he can dance. In both cases, they put you in the "friend zone" and never give you serious consideration as a potential sexual partner.
You become the dance partner for the night. To patch this, either you pull your trigger and go for the make out or yank her off the dance-floor, and try to start a normal conversation with her outside of it.
Use the dance-floor to take things to the next level: getting makeouts, physical, etc. It can be a very powerful weapon in closing the deal. However, you must look at it as a tool, not as the meat of your practice. By this I mean, don't go to the club and spend your whole night dancing. Don't be dance floor-dependent. Go to a club, do your approaches, and use the dance-floor to close your deal - or simply to get yourself up into optimal state.