Hahaha lol you people make me laugh .. sorry! lol
You need to enable Chat 1st. Go to LW's Preferences>Chat & tick enable chat & press apply button. And yes, Control-Click is equivalent to window's Right-click. In most (but not all) cases, you can only chat with others that also have enabled. To see this you should add chat to your columns in all windows (search results, downld window, Monitor window.) To do this, Control-Click on the very top of the columns & a menu of view options will show. Then select Chat. Now with that column visible you can now see if the people you choose to send a chat to also have chat enabled. Then Control-click those with Chat icons on the above windows (results, downld, monitor) "Sometimes" but not very often, it's possible to send a chat to those that don't show the icon. But this is rare!
For more on this, see:
How to Direct Connect, Browse & Chat (OK this was originally a windows thread but you can apply the same ideas.) Hope this helps!