No you can just go when you arrive, You don't pay extra it's part of the package. But they are not a 'babysitting' service just entertainment for kids, you still have to supervise them. They are a couple of hours a day, before the main evening entertainment for the adults starts. Kids can stay on once the main entertainment starts but have to leave by 9pm. We used to have our own caravan on a Haven park and still go once a year to a friends van.
Most parents use the 'Kids' club to have a few drinks in the bar while the kids are kept amused .