Sadly,
Sorry to hear you are having such a bad time. Marriage is never an easy thing.
I think it is great that you enjoy drinking and clubbing. If you can find some friends to go with, there is no reason for your husband to go with you, and he should be happy to think about you enjoying yourself. Unfortunately some husbands treat Asian wives like children and don't allow them to go out and have fun!
You need to give yourself a lot of time to settle in to this strange country. You may well feel homesick for many years. If you can manage to get a job you will be less bored and more independent.
I hope everything gets better, but please keep in touch with other ladies on this forum - they know how you feel!