When you log into the webclient for staffing, you'll immediately see a selection dialog that presents a list of queues along with checkboxes. If the box for a queue is checked and you see "I'm staffing", you will receive incoming chats on that queue. Otherwise, chats on that queue will not be routed to you ("Not staffing").
If you wish to change which queues you are opted into, you can update the staffing checkboxes under the "I'm Staffing" tab in the Contacts sidebar.
If you do not use the webclient for staffing, then you will not have the option to opting into or out of your queues within that alternate chat client. If you need to opt into or out of queues, then you will need to briefly log into the webclient and update your checkboxes. Then you can log back out.