Depends on how bad the dirt is.  If there is a lot in there its best to soak them in water for a while then clean them with a scrub brush. 

theres plenty of ways the easiest way to do it is clean it after every shot with a club brush that attaches to your bag or even just a wet towel scrub it then dry it off theres kits to

I care a towel that is wet on one end and use it to wipe down my clubs after each shot. If there is any build up of dirt, I soak them in warm water and scrub with a brush.