Hi Mealazarte, it's perfectly fine to ask many questions

I'll try to answer as much as I can:
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I set up a lot which is a Exclusive lounge, my question is can I create a building in it which has a dance floor on the first floor and the 2nd floor would be the exclusive lounge? I mean, there is also a bar in the 1st floor, will the sims will go on the 2nd floor too or they will just stay on the 1st floor?
You can have only Exlusive lounge on one lot, you can't have both Exclusive Lounte and Disco Bar on same lot since you set what lot is in Edit Town. However, you can put as many bars as you want, and as many dance floors you can fit on a lot! Wherever you put a bar, NPC mixologyst will come to work there, and depending on the number of Sims in your town, they may or may not go on all floors you make. I noticed in my game they will often use closest dance floor to the entrance, but that is not a rule.
And how many floors/storey can I make in a building?
Technically, you can build 4 floors plus fondation that can serve as a floor, and 4 levels in basement, but I saw the tutorial how to make up to 14 floors (without cheats). Still try not to make too many floors as it will look empty in a game, you can't expect to have 30 Sims on your Lot at the same time. Check the building section for tips about it.
If I make a vampire lounge, will non-vampire sims go in there?
What is a fusion lounge?
Yes, non vampire Sims will visit vampire lounge. Fusion lounge is about combination of opposites, modern and traditional, west and east, etc I usually think of Sushi bar when but more accurate info about Lounges in Sims can be find
here, about Clubs
here and about Bars
here.