If I want, say, all [lord-of-the-rings] posts from scifi.SE to go to my chat room, what do I do in the add feed bit? What URL do I paste there?
Go to the tag page itself; there will be a feed icon in the bottom right-hand corner:
Right-click on that icon and select
Copy Link to get a feed you can add to your chat room. The link will look something like this: