A billy club is a short, thick stick that's mainly used by police officers to defend themselves when necessary.
Police officers receive special training in how to use billy clubs, which they typically carry on their belts. Since it's less deadly than a gun, it can be handy in situations that are dangerous but don't require lethal force. A billy club can also be called a truncheon or a baton, and the term billy club was originally burglars' slang for "crowbar," in the 1840's.