How do I start a community for my clients?

Create a group, decide who may post, and moderate it from one queue.

Go to Community, then Groups
A group is a chat and a feed together. Create one and add the clients who belong in it.
Decide who may post
A channel is either open to everyone in it or restricted to admins. Pick before you invite people rather than after the first post you did not want.
Decide whether program buyers get in
Each group has its own switch for this. It is per group on purpose, because your other groups are private client spaces.
Keep an eye on the queue
Reported posts and comments land in a moderation queue where you can dismiss, hide or remove them, and ban if it comes to that.

Worth knowing

Posts and comments are scanned before they publish. A match is hidden and raised for review rather than deleted, so a false positive can be released.
Ordinary swearing is deliberately not filtered. A training community swears, and burying the queue in it is how a queue stops being read.