Assuming it's installed and published, go to Menu-->User Menu, then click the New button, then create an item linked to a Component...the MOS Chat component.
Have you set up your server yet? If not, do that. Then, whenever a user who is logged in posts something in the chat room, their message automatically appears next to their CB username.
Guests are asking to supply their own nickname before entering the chatroom. I don't know whether you can choose to allow or disallow guests so that only registered users can chat.