How can I create Utility Bar component in Salesforce Lightning?

Hi Shubham,

Below are the steps to create Utility bar :

You can add or edit a utility bar at any time.
From the Home tab in Setup, enter App in the Quick Find box, then select App Manager.
To edit or add a utility bar to an existing app, click Edit in the drop-down menu next to your app. To create a Lightning app with a utility bar, click New Lightning App.
Click the Utility Bar tab and add the utilities you want.Specify component and utility properties, like the height and width of the utility panel, and what label and icon to display in the utility bar. Some utilities have properties that can’t be changed.Tip
A Lightning page region can contain up to 25 components. We recommend adding no more than 10 utilities, and that you keep the utility labels short and sweet. You want your users to quickly find the tools and processes they need most.

When creating a utility bar, keep these things in mind:Utility bars created using the Lightning App Wizard or in the Lightning App Builder can be assigned to only one Lightning app. However, utility bars created using the API can be assigned to multiple Lightning apps.
The utility bar doesn’t support Visualforce pages or components.
The utility bar doesn’t fully support the Chatter Publisher and Feed components.
The History utility works in Lightning console apps only.
The Omni-Channel utility works in the Lightning Service Console app only.