There are a lot of publications out there, most are a couple of decades old, but the better ones will show you how to pick good steel, how to work with it, what steps to take, etc. In general, in making knives or swords, I use saw blade steel. Most lumber mills have these huge band saws with blades nearly a foot wide from cutting throat to the back of the blade, and about 45 feet long. When they get dull, they either send them somewhere to be recycled, toss em, or have them sharpened. If one breaks more than a few times, they have to toss it. It's excellent material for knives and short swords. As for clubs, take yerself a limb, wrap some leather around the skinny end for a handle...you have a club.
B.