Load CLIM 2.0 into LispWorks 6.1 with
(require "clim")
(require "clim-demo")
rather than the clim loader files in the clim distribution (which were the entry points in LispWorks 3).
A configuration file to save an image with CLIM 2.0 preloaded would look something like this:
(load-all-patches)
(require "clim")
(save-image "/path/to/clim-lispworks")
LispWorks Release Notes and Installation Guide - 23 Dec 2011