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Dancing with a girl at a club

The other day I was at a club with my friends, just having a good time and I noticed this girl near me constantly looking over. Then after a while, her friend came in front of me, faced me and started dancing with me. I happily went a long with it, but just danced like usual. After a couple minutes, she walked away.
Why was this? Could it be that she was waiting for me to dance more intimately, like put my hands on her waist or whatever, or did she just try it for a bit for fun, then moved on?

Having never got with a girl at a club, I never know what to do, and always feel I will do the wrong thing.

Sounds stupid, but just curious