I want to set up chat notifications.

Press ‘Chat room alert settings’ on More Options(…) - ‘Settings’ on the upper right side of the screen.
You may set up message arrival notification settings, contents to be displayed on the screen and whether to show pop-up notifications on lock screen or not.

※ How to turn off notifications for a certain chat room  
After entering the chat room you want to change notification settings, press More options (︙) button on the upper right side of the screen. 
You may press the bell-shaped icon on the upper right side to turn on/off the notification of the applicable chat room.