On older devices, games can be accessed through Menu -> Settings -> Beta features. But from the Kobo Glo HD onwards they were all removed by hiding them. Chess used to be one of the games, but before the games were hidden Chess was replaced by something else if I recall correctly.
There is a
patch to unhide games on newer devices including the Clara, but what you get is: Sketch Pad, Sudoku, Unblock it, Solitaire and Word Scramble.
If you want chess specifically you’re better off following boriar‘s advice
