That means you're not in the HipChat client yet. You're still on the homepage of your HipChat group.
You can click on the link Launch the web app to open the HipChat client and get started. Or download any of the native clients.
Once you've entered the web or native client, you'll be able to create rooms as described in the documentation: Creating rooms.
Let us know if this helps.
...have mention name FirstnameLastname. Fe.: @MaartenCautreels This certainly helps to know who is being mentioned in a conversation. Imagine your colleague sends the following message...
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