You can either be one of those stupid Muslims who gives up their whole religion and starts drinking/clubbing/having sex in the first week of uni because they gave into peer pressure. Or you can stand your ground and refuse to drink alcohol despite how much people will pressure you into trying it. Nobody is stopping you going to club nights without drinking alcohol (I do go to them myself) but be prepared to lose a lot of friends when they all say you're boring because you don't drink. Uni students put alcohol above everything else, they don't know how to enjoy themselves without getting drunk and as a result, no one wants know a person who is sociable but doesn't drink. That makes it very hard to fit in with people who only cement their friendships through alcohol and stupid behaviour on nights out.
I used to go to one or two non-alcohol events every year, plus a few club nights every now and then without drinking alcohol. The rest of the time I keep to myself, watch films and TV shows and perform on stage. If you're Muslim and you want to behave decently at uni, alcohol really isn't important and you can make do with going to other events. Strangely I don't know anyone like me who goes to club nights without drinking - all the other Muslims either drink alcohol themselves (in secret), go to ISoc events where all they do is preach the Qur'an or just stay inside. You'll have to find your own balance and work out what suits you.