You can begin gauging your distances - how far you hit each club - on a driving range. But driving range distances are not "real" distances because balls made for driving ranges are intended to be pounded into submission. The quality of driving range balls varies wildly.
You'll simply have to make educated guesses as you start playing golf courses, pay attention to the results and make adjustments. Over time, if you learn as you go, you'll become very good at deciding which club to hit for which distance.
Distance isn't always the deciding factor, of course. If you are playing into a wind, you will need more club (a 3-iron as opposed to a 4-iron, for example) than if the wind was calm. Likewise, if you are hitting with the wind, you'll need less club (a 5-iron as opposed to a 4-iron).
The sequential clubs in a set (3-iron, 4-iron, 5-iron and so on) are designed so that there should be a regular yardage interval between clubs. For most players, that interval will be 10-15 yards (a 3-iron will go 10 yards farther than a 4-iron, which will go 10 yards farther than a 5-iron). Again, this will vary from player to player.
Manufacturers control distance mainly through shaft length and the loft of the clubface. A 5-iron will be shorter than a 3-iron - resulting in less clubhead speed - and the 5-iron will have more loft on the face, which will cause the ball to fly higher.
These are things that every golfer learns over time, by playing and practicing. Before you know it, you'll have your yardages down pat.
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