Playing with discourse-chat and I enabled the chat plugin. When I go to the full-screen view of the chat widget, I don’t see a settings button in the corner to add channels. This is what I see:
As a quick workaround, I think if you collapse fullscreen into ‘chat window’ mode you should be able to use the chevron in the top left to go to your channel menu and find the icon with the option in there.
If you click on the chevron in the top left corner of that chat window it will take you to the Channel menu. You should be able to find the icon with the option to Create Channel in there.