They are most likely not online at the time. The chat at the bottom of the page is for live chat. Otherwise, if you want to talk with them, you should leave them a note, send them a message, or chat in a current game.
Friends chat

I think he was online at the time I was looking there. But even if he wasn't, shouldn't he be on the list?

Me again....
my friend is online 100%, I can't see him.... does he have to accept friendship or something like that?

There are two methods of chatting with your friends on chess.com. Yes they must be added as a friend. The chat tablature at the bottom of the page works differently to that in live chat (ie. they're working from different servers). Your best option is to open live chess and have your friend type something there, and then click on his name to opt' private chat.
Currently I have 2 friends, and when I click that button on the bottom of the page where I am supposed to chat with them, but they are not there. Now why is that?