Can only initiate Chat with those others who have chat also enabled. So ... if you see the chat smiley icon in the search results or download window or uploads window, you can try then. To get that column showing, contol-click the top column bar where the headings are & you will see a menu of options, choose to show Chat column. Warning the chat in LW is not super reliable. Also many people leave their LW running overnight or whilst they're at work or school or whilst they are doing other things on computer so they may not see the message until it goes stale.

To initiate chat, select the one that shows the smiley icon under the chat column, then press Chat button or else, control click and choose chat from sub menu.