For a few versions Chat was accidentally disabled after they recoded the entire program. So if you have a version of LW more than say a couple of months old & newer than a year old then it might not be able to Chat.

For chat, best & easiest to chat with people who also have chat enabled. You can see this by setting up your windows in LW to show this. I will give you a link which explains how to do this. How to Direct Connect, Browse & Chat

But keep in mind, many people leave LW running overnight or whilst they are at school/work so they don't receive the chat messages until they have gone stale. They time out after a period of time. Also not everybody wants to chat. Also technical problems due to either you or them not having free upload & download slots &/or bandwidth can prevent Chat succeeding.