The Gerudo Secret Club first appeared in Breath of the Wild. It was a secret club that sold some exclusive pieces of armour and gear. The club reappears in Tears of the Kingdom but it is currently shut and there is no way to get inside the door as it is barricaded.
The clue to getting inside the Gerudo Secret Club can be found by speaking to the man in the Gerudo prison. The man will tell you that his wife came to Gerudo town to work in a secret clothing store and his daughter can be seen running in front of the cell each day.
If you go down to the area with the beds, to the left of the prison, you may find his daughter down there looking at a map on the wall, depending on what time of the day it is. The map is of the vendors in the town above, painted from the perspective of the throne room. You will notice that there is a picture of a Gerudo woman in a location where there is no marked store on the map.
In order to get inside, you will need to find a way to go beneath the secret club. If you look around the town, you will see plenty of small waterfalls. If you look down the ones that fall onto the street level, you will see that it is possible to climb down into the water below. You will need to do this and start searching around the caves below.
You will eventually find an area that has a bunch of breakable boulders blocking a tunnel. You can use any technique for breaking boulders in Tears of the Kingdom such as using bomb flowers or just using a weapon with a boulder attached. After turning right you will appear to be at a dead end. Look up and you will see a higher area of the tunnel you can climb up to. Head up here.
You should now be in an area that has some older-looking ruins. Look at the mini-map and try positioning yourself in a place where you can see that you are beneath the area of the shoop that was locked. Using the ascend ability, you will be able to come up inside this gloomy shop.
Once you are inside, you can smash the crate blocking the door so that you can easily gain access to this store in the future.