The Clubhouse of Awesomeness is a clubhouse for Pencil's alliance (FreeSmart), excluding alternates (Ice Cube and Book). It is located on top of the Eiffel Tower. It makes its first appearance in Get in the Van. It might be in Yoylelandb6ds.
In Zeeky Boogy Doog, the COA doesn't appear despite the appearance of the Eiffel Tower. The alliance might have built it prior to Get in the Van.
In Get in the Van, in the beginning of the episode, Bubble talks about Match's dance party. It is revealed that the Clubhouse is on top of the Eiffel Tower, and the dance party is held there. However, it's only for main alliance members, not alternates, as Book and Ice Cube are rejected and kicked out by Match.
In the trailer of BFDIA 5b, level 6 was originally the Clubhouse of Awesomeness with flashing colors and all. In the game itself, however, it was taken out and replaced with regular red background. There are three possibilities on why this could've happened. It may have caused a ton of lag or it may have been very seizure prone, or because the COA doesn't just fit with the Evil Leafy theme. For that, it's currently unknown.
While it doesn't appear in the show after Get in the Van, it's mentioned in the BFDIA 6 Deleted Scenes, in the 3rd scene where Pencil states they need to get the COA to Yoyle City using the "Steal" magnet from the FreeSmart Supervan to take it, crushing where Golf Ball was originally going to live. Despite this, the COA doesn't appear in Welcome Back, proving the deleted scenes are not officially canon.