The first demo days I ever went to were at my father-in-law's club and they were wide open. A few times they loaned me a set of irons or even a complete set to demo for the round that day. Since Covid I have only heard of demo days with appointments everywhere.
I go to a fitter I like. You can be fit for a whole set, but that takes half the day and he tries to avoid that. I went in stages for driver, fairway, hybrid + irons, wedges, and putter. Now I usually just go for 1 part of the bag at a time. I would trust @Typhoon knows what he's doing, but I haven't always been too impressed with Callaway or Taylormade fitters at demo days.