When I download the plugin and upload it to filezilla, there is no EssentialsChat.jar, which I would need to use the EssentialsChat. Why is this happening?

I need this to use PermissionX right?

EssentialsChat.jar can be obtained here https://ci.akpmakes.tech/job/EssentialsX/lastSuccessfulBuild/

I'm not aware of a plugin called PermissionX, but EssentialsXChat shouldn't be a dependency for any permissions plugin. As @LaxWasHere mentioned, you need to download EssentialsXChat along with the same version of EssentialsX from the build server or mirror.