I've been to Korea many times, so hopefully this can help. You are better off talking to Korean women on the trains, coffee shops, Burger King (yes, I've picked up there) etc... than you are at almost any club or bar. Almost any place where Korean women are sitting and relaxing or loitering. You want 1 to 1 situations (best) or 2 on 2 (with an excellent, not weak or not selfish wingman). Many Korean women, under 40, speak some English. Start the conversation off with something about her appearance, example- her shoes, finger nails, coat, ear rings, etc... (never vulgar and never overtly sexual). You can offer to tutor English or ask for her help with Korean and Korean culture. Try to get her phone number, e-mail, or KakaoTalk ID (similar to LINE).
Using online methods can work too. KoreanCupid, Craigslist, POF, OkCupid, etc... Best to use a combination of getting contacts directly and online, then try to setup as many dates as possible. Even try doing 2 dates on the same day, to increase the odds that one will show or that you will get lucky with one.
Clubs and bars are usually horrible for pickup because the media, racist, and extremist groups have created hysteria and paranoia. Going to a bar and meeting a guy is like being the dirtiest Korean slut ever (ridiculous stigma) or they have the delusional impression that they will be raped. Furthermore, if she is in the club with girlfriends, co-workers, or classmatess then they may cock-block or be strongly anti-foreigner.
If you insist on trying to make pickups in the club or bar work, you may want to just collect phone numbers and move on. This way get as MANY as possible and then try to scheduele dates without her cock-blocking friends around. The other way for clubs/bars is to REALLY go all out, not half-ass it. NO numbers or e-mails, because these type of women don't want it known who they are and are afraid guys will talk (which guys don't usually do, but such women are paranoid). Just straight out try to pull them to your hotel. Odds are very small of pulling that off in Korea, but it can be done. And I mean you need to really push it, get her to leave the club/bar ASAP, put the woman in a taxi, and directly to your hotel.
Too many guys think that they can score at the clubs and bars, but end up doing nothing but getting drunk and wasting money. They don't understand that Korean women are trying to PROTECT their IMAGE. They are worried if friends or co-workers are watching. You need to play it smart and help her HIDE the sexual encounter with you. Setup secret sexual dates.
The better way is to BRING a date from a coffee shop or online to a club, bar, or resteraunt NOT around where she lives or works (nobody knows her). Preferably a dimly lit one NEAR your hotel where you can hold hands and sit NEXT to her (couch, round table, counter) to talk. Then go to your hotel.