The example chat project will not compile, I have done this:
For Symbian (before compile): there is a folder named QBluetoothZero. In there, a folder exists by the name symbian. Copy its contents (the epoc32 folder) to the root folder of the Symbian SDK that you are using (e.x. C:\QtSDK\Symbian\SDKs\Symbian1Qt473). This will lead to merge the already existing epoc32 folder in there, with the new one that has only the binaries of the QBluetoothZero library.
I get the error message "QBluetoothZero.h No such File or Directory"
Regarding the At commands, yes you can use them as long as the target mobile phone supports them.
To do this you just need to create a Serial Port Connection with the device and send as strings the At commands that you want and you will get back the response once again as a string.
If you are planning to continue using QBluetoothZero for this as well you need to use QBtSerialPortClient class.
QBtSerialPortClient is the one used in QuteMessenger to send the messages between the devices so from there you can get an idea of how it works.