Clay Golems are the second-weakest form of golem in Baldur's Gate II: Shadows of Amn. They are immune to magic and can only be harmed by blunt weapons, however, any enchanted blunt weapon can harm them- even a simple Warhammer +1.
They are pretty ubiquitous. Some are guarding the Real Dragon Eggs in the Temple in Ust Natha. They are the same size as Stone Golems, Flesh Golems, and Brain Golems (the brain golems are in the Mind Flayer dungeon in the Underdark and are summoned by the Master Brain. The Mind Flayer dungeon is where you can find the hilt to The Equalizer.)