You can also create a group chat by clicking the Send new message plus button next to Direct Messages on the left pane.
The group message will open in the app, and you will find that group message under the Direct Messages section in your conversation list. Group conversations are labeled with the names of each member in the group, listed in alphabetical order.
Note: The conversation history from the direct message will not migrate over to the group conversation when you convert that conversation. Likewise, when you add a person into an existing group, it will create a new group without the conversation history. To keep the conversation history of a group, you can convert it into a team conversation, then add the user into that team.