I strongly recommend reading up on clicker training before you start using it. It is easier to teach the correct way from the start than to have to retrain a unwanted behavior later. Check out clickertraining.com with Karen Pryor. She is one of the original clicker trainers (even teaching fish to jump through hoops in their fish tank).

If you are enrolling the dog in an obedience class, perhaps they will be clicking and you should follow the instructors lead. Clicking helps shape the behavior faster because the click is a consistent sound the dog becomes conditioned too. You do need to know how to do it properly for optimal results.