1. She pecked at the ground and found the first seed. (the hen = she)

2. Look at the rooster.
He pecked at the ground and found the first seed. (Do I have to use 'He' in this sentence?)

2-1. Look at the chick.
It pecked at the ground.....

(Do I have to use 'it' here?)

2-2. She pecked the ground.....
(What about this one without 'at'? Can we use pecked as a transitive verb?)

3. He founded a firm in Africa.
He founded a company in Africa.
He founded a school in Africa.

(Are they all grammatical? Can we use other verbs instead of 'founded?)

4. He enjoys chatting in a chatroom.
He enjoys chatting at a chatroom.

(Which one is correct?)

1. She pecked at the ground and found the first seed. (the hen = she)

Right.

2. Look at the rooster.
He pecked at the ground and found the first seed. (Do I have to use 'He' in this sentence?)
Right. And yes -- roosters are always males, so you must use "he."

2-1. Look at the chick.
It pecked at the ground.....

(Do I have to use 'it' here?)
Right. Unless you know if the chick is male or female, use "it."

2-2. She pecked the ground.....
(What about this one without 'at'? Can we use pecked as a transitive verb?)
It can be used either way.

3. He founded a firm in Africa.
He founded a company in Africa.
He founded a school in Africa.

(Are they all grammatical? Can we use other verbs instead of 'founded?)
They are all fine, yes. You can use "established" instead of "founded," if you wish.

4. He enjoys chatting in a chatroom.
He enjoys chatting at a chatroom.

(Which one is correct?)
The first one is correct; the second is not.