When you program multiple cues onto a playback, rather than this playback behaving as a cue stack, instead it can become a chase. A chase simply means the cues in the playback will automatically run one after the other in sequence, rather than pressing a go button to advance through them. If you go to record a second cue onto a playback, you will receive the popup shown. This allows you to choose "Create Chase", to create the second cue of your chase. You can then create another lighting state, record this to your playback you chose to become a chase, and this will be stored as the third cue of the chase. You will not receive a popup again, as the console now knows you are building a chase.
When you record cues onto a playback behaving as a chase, you can view it in the Cues window, just like any other playback. You can do this by holding View, and tapping your chase's button. You will notice this playback has (Chase) shown at the top.
Once you have programmed your chase, by recording multiple cues onto the playback, you can then raise your chase's playback fader. The chase will begin to run, at 60 BPM (beats per minute) by default. The button of your chase, will be a tap tempo, allowing you to tap twice or more to set the speed of the chase. Useful to tap along to the beat of a song, and get your chase quickly synchronised.
Recording, updating and deleting the cues of a chase, behaves the same as if it were a cue stack. To update a cue in a cue stack, usually you go into it first, to play it back, make your changes, and update the cue. When working with a chase, this means that if you go into a cue to make changes, the chase continues to run. To stop this happening, by default you can hold Shift and tap the chase's button, to snap you into the cue you need to edit. The chase will be paused, allowing you to make your updates.
Sometimes, it is useful for chases to run over the top of a cue. For example, you have front light fading up in a cue, and would also like some fixtures to chase over the top. You can of course achieve this, by going into your cue on another playback on the console, and then manually fading your chase over the top. To make your life easier, you can also automatically trigger chases from cues. This is done by triggering the chase, from the cue you would like your chase to run in.