Yes, they do, there are hundreds of them in the UK we've even got a sort of club on UK DETECTOR NET with over 6400 members !! (see UKDN Forum) and a list of some UK Clubs can be found at UK Clubs on UK DETECTOR NET Forum
You can get details of other clubs in the UK by contacting either Treasure Hunting magazine or The Searcher or by contacting one of the N.C.M.D reps in your area.
The great advantage of joining a club is that you receive expert guidance and assistance in all aspects of the hobby.