There are a lot of different ways to train your dog. You may choose to sign up for a dog training class, hire a professional dog trainer for private lessons, or even send your dog to board with a trainer. However, plenty of people successfully train their dogs on their own. It's a great way to save money on training costs, and a wonderful way to bond with your dog.
Before enrolling with a particular club contact them and ask if you can go to watch a class without your dog. This will help you decide if this is the right environment for you and your dog. Some clubs have waiting lists and you will need to book ahead, some accept people on a roll on roll off basis. Prices will vary from a joining fee and then weekly payments to a one off fee for a certain length of training.