You can go to the hotels(club) like Westin, Radison, Regency, and some other foreign clubs. Well, We dont have many clubs and bar available in the city like India. So you might find it tough! Bangladesh is restricted alcohol consumption for Muslim people but liberal towards the foreigner! Call this young man (Munimul Islam Shanto or add on facebook) He arranges parties and will be able to give you info for the events.