From worms2d.info:
Conversation support (private chat with more players) (since v1.4.2)
So you can have group chat with people who use GS 1.4.2 or newer. Other clients doesn't support this feature yet. (as I know)
You can create a conversation this way:
- Open a private chat with someone
- Right click on the players you want to add to the chat and select add to conversation.
Group chats are not possible I guess because groups can vary at any player. Only possible solution for such chats could be TUS clan chat and TUS community chats maybe.