Should you tell your left wing friends that you joined a gun club?
Depends on your friends. It is odd that you would ask. You should know your own friends better than anyone of the millions of people on the Internet.
In general terms, gun ownership does not exactly match political leanings. There are pro-gun liberals/progressives/democrats just as there are anti-gun conservatives/republicans/right-wingers.
For your gun-unfriendly friends, I would point out that joining a club is generally the mark of a responsible firearms owner, since gun clubs promote safety.