When you eat clams you eat them while they're still alive which may sound gross and disturbing to some people.
To eat a clam you take a knife and insert the knife into the clam while it's still alive which during that time they can hold themselves closed.
Then you use the knife to cut the muscle which is the attachment point to the clam shell and after that they cannot hold the clam closed.
So no the clams do not die when you open them up but they're actually still alive while you eat them and are not dead until you eat them.
You can cook the clams if you want too but most people eat clams raw and alive.