You have started a private chat and now you want to invite other to participate.
All you need to do is click on the person's name in the Active User list, and hold the mouse button down while you drag your mouse pointer to the Private Chat window.
When you first drag your mouse out of the Active User list it will show 1 selected row...
...this will then turn to green 1 selected row once you get your mouse pointer into the Private chat window.
You can only select one user at a time, so repeat the process until you have included everyone.
And...you don't have to be the person who initiated the Private chat to add other users to your chat session.