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.
...from the beginning. We have built up a lot of content in HipChat, with it being a core tool in our distributed company model. While it is true that we didn’t need to move to Slack immediately, we felt it...
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