What are the clues that appeared to Holmes?

Your question is fairly vague—various clues appear to Holmes throughout this story. I will try and guide you in terms of identifying them.
Most Sherlock Holmes stories follow a fairly rigid format. As part of this format, Holmes will meet with a client in his rooms at Baker Street and will immediately be able to deduce various things about the client and the case, based upon what he observes. So, in this story, when Jabez Wilson appears in the sitting room, Holmes is able to deduce several things about him:
1. He has done manual labor at some time.2. He takes snuff.3. He is a Freemason .4. He has, at some time, been in China.5. He has been writing a lot recently.
Watson and the client are suitably impressed, but Holmes points out the clues that led him to these deductions:
1. His right hand is larger than his left, indicating it has been used more to develop the muscles.2. He can smell the snuff.3. The client is wearing a pin with the symbol of the Freemasons on it.4. A tattoo of a fish above the man's right wrist was evidently done in China.5. The man's right cuff is shiny, and his left sleeve has a worn patch from being rested on a desk.
Later in the story, when Holmes has cracked the case of the Red-Headed League, he also explains to Watson some "clues" which led him towards his conclusions. He is less methodical here in explaining his deductive reasoning, but he explains that a clue to Clay's motives was found in the fact that there were no women in the house—Clay therefore wanted something that was outside of the house. The cellar was "the end of this tangled clue." Holmes recognized that there must be a tunnel in the cellar going to another building. Meanwhile, the assistant's knees were "worn, wrinkled and stained" which suggested that he had been "burrowing" for many hours. The presence of the bank next to "our friend's premises" provided the final answer: what were the men tunneling for?