When my colleague Ernie Barbour and I first started having our students throw clubs, we just about tore the teaching bays apart. We had students tossing clubs with so much tension that they wouldn't let go of the club until it was too late. That's right, several throws never made it out of the building! Ouch, lots of broken glass and close calls. Thankfully, there was no bodily harm. So please find an open area and be aware of your surroundings at all time to maintain safety.
The first dozen times you throw a club, make your throws only about 15 feet to get a feel for it. Then, take it back and let it go - make a golf swing, but let the club go. My advice is to look at the target (not down) as you throw clubs. This will make a huge difference in the effectiveness of your practice. After a couple hundred throws, shift to a fuller swing.
(Note: Just to reiterate, please be very careful. Never throw clubs for practice unless you are in a wide-open area. Don't just check in front - make sure no one is behind you or to either side. Never throw clubs on full swings unless you have practiced short swings and are certain you can control the direction.)