This feature needs your WhatsApp to be updated to the latest version which you can do from Google Play Store. Here is a little list of how you can set up and use Messenger Rooms in WhatsApp.
Steps to Setup Messenger Rooms in WhatsApp
Steps to Join a Messenger Room in WhatsApp
Wrapping up
This is how you can set up your own Messenger Room directly from the WhatsApp app. You can also join them from the WhatsApp only if you got a link to join one. Also, read- How to Make WhatsApp Voice, Video Calls
