You can't do chapter markers with FCP X (yet).
If you have Compressor, send the project there first.
Once in Compressor, you can add the chapter markers in the Compressor preview window.
Before you export to Compressor, if you make a note of the exact timeline positions where you want the chapter markers, you can even put them on in a plain text file, and Compressor will import them and place your markers in the correct places.
If you don't have Compressor, there's an application called Metadata Hootenanny which you can download and use to add chapter markers.