You can begin gauging your distances - how far you hit each club - on a driving range. But driving range distances are not always "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.
(If you want to make a better-educated guess, one based on research prior to playing, do this: Take 30 golf balls to an open field, a large park, or a deserted driving range. Hit all 30 using the same golf club. Walk out to where your balls landed and discard your 10 longest shots and your 10 shortest shots. Now walk off or measure out the yardages you hit each of the 10 remaining balls, then average them out. That's your starting yardage for the club you were using. If you do this, it should go without saying, be very careful of anyone who might be around, or be very careful yourself if you are walking out onto a driving range. In that case, clear it first with the driving range staff.)
Distance isn't always the deciding factor in selecting a golf club, too. 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 slightly from player to player.
Manufacturers control distance mainly through shaft length and the loft of the clubface. A 7-iron will have a shorter shaft than a 4-iron (resulting in less clubhead speed) and the 7-iron will have more loft on the face, which will cause the ball to rise and fall on a steeper trajectory.
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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