Question

If an individual orders an alcoholic beverage In a private club and is determined not to be a current club member what should the server do ?

Answer 1

Not serve the person. It violates company policy. 

Answer 2

The answer is: Ask if the individual is a guest of a member

If that individual turn out to be a guest from one of the member, the server need to serve that individual, If not, the server need to politely turn down the request.

Directly refuse without asking this question could risk offending one of the members of the private club. The server might get fired in such situation.