On their website. At the top of the page there should be a membership button. Click on that. It should guide you through the rest.
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You can buy club penguin membership codes from the shop but unless you win one in a competition there is no such thing as a free club penguin membership code.
You can buy more stuff.
You do not have to by everything on cdlub penguin with a membership e.g.puffles.
You cant If you want member clothes that you can always wear,then buy a club penguin toy when you buy a club penguin toy you can get clothes that might never in the club penguin catalog.
If you want to dress up on Club Penguin, the only thing you can do to dress up your penguin is to buy Membership.