To create an Caht queue you go to "Chat" > "Chat Queues"

Then press the plus sign in the lower right corner 

Give the Queue a name and choose a strategy, timeout and add a description.

Available strategies are:

Beepall = All agents in the queue will get the notification for new chats at the same time, the first one to press the accept button will get the interaction.

RR Memory = One agent at a time will get the notification for new chats, if they don't accept within the timeout the notification will go to the next agent.