If it's a sports club or a general organized activity (eg science club etc), then no, DCs bring their own lunches.
If its a club within a nursery, crèche, or the afterschool club in a school (where food would normally be provided for those sessions), then yes, I would expect a holiday club to provide food for an expanded day session.
DD hasn't had lunches provided (except for summer camp in the local yacht club, where there used to be the opportunity to pay in advance for hot lunches daily - but they abolished that last year, oh and a multisports in a local (very posh!) private primary school which also had the pay in advance option) for holiday camps since she stopped going to the afterschool club in a local crèche, when she was 7. Gaelic camp, multi sports camp in a University sports centre, science camp, hockey camp, sailing camp ( in a couple of settings), etc have all NOT provided food. The exception was cookery camp, where at lunch break, they ate what they had cooked in the morning - but generally also needed to bring an additional snack for the rest of the day. And most have little or no access to shops/vending machines/other outlets to purchase food.
Availability of drinks has differed as well in those various settings - some have had plentiful availability of water, others have not (sides of pitches and DC told to bring their own due to no safe access - and no access to shops etc nearby). Sailing camp in 1 setting would provide hot chocolate on cold days, and you could refill water bottles in kitchen, but needed to bring your own bottle (full in mornings). Sailing camp in another setting had a vending machine with plenty of drinks and some snacks, DD always wants money for that.