Use /party to build a team of up to six. Slot 1 is your lead: it's the Pokémon you battle wild Pokémon with and the one that earns XP while you chat. /pokemon select with a Pokémon's number makes it your lead in one step.
Changing the order
Move Pokémon around in /party. Whoever is in slot 1 leads, and the rest come in, in order, when one faints.
More than one team
You can save more than one party and switch which one is active. /pokemon select adds a Pokémon to the active party if it isn't in it, or swaps it into slot 1 if the party is full.
Levelling up
Your lead gains XP from your chat messages, so whoever leads levels up while you talk.