I think if it's a club then you might want to go indirect if the girl is in a group and win over the group making them laugh or telling high value stories, maybe start the interaction with an indirect opinion opener. During the day I would say go direct, show your intention but don't ignore the other people if she's in a group, even point out the fact you like the girl to the group with a smile on your face... maybe like "oh your friends got great style" or "I think your friend is very pretty" but don't say anything that makes you sound like you've falling head over heels for her at first sight because you'll come off as low value.

But if the girl is alone then there is no reason why you can't be very direct showing that you are attracted to her, you can do a warm approach (so not totally cold) by initiating eye contact or a smile prior to approaching so it seems more congruent and doesn't appear that just jumping in front of girls.

I think what is important and most difficult when reading a lot of pickup material is to seem like a natural. You've got to do a consistent amount of approaches per week and go back to learn little bits of material.