personally, i've found that going to pubs is more for the social experience - you can go without involving drink. things like pub quizzes, society socials etc are normally hosted there as they are favourable locations by the majority. but if it's a drinking social then I know that I certainly wouldn't go. as for clubs you're either into it or not; don't let anyone pressure you into doing that.
I would propose alternatives that suit your personal taste rather than just saying that you don't go to things - a lot of uni life is about getting yourself out there and if you're not comfortable doing it in the more conventional way of clubbing (which I didn't do) then that is fine, but people won't know what you're into if you don't say what you do like! do you like going to concerts, or small gigs, or cafes or going on walks etc. I understand that it is hard trying to make friends in your classes if you don't really like doing that kind of thing, but if you've just started uni then it's best to let people know what you actually like doing so that they can include you in things and you can ask them whether they want to join you doing certain things (for example I prefer concerts/gigs to clubs so I propose those instead - and I don't drink but my friends might have one or two). just don't feel like you have to do anything that you don't want to do!