I read on "Vehk's Teachings" that CHIM is a sigil and really has no real form, or something? Its from the Ehlnofex, or something like that... but by sigil, do they mean CHIM is a sigil stone, like in Oblivion?

No.

It's a state of being. It says that in the same text you read.

Sigil: ?noun a seal or signet.

n. 1.A seal; a signet.

2.A sign or an image considered magical.

Might want to look up "protean" as well.

They are similar. A sigil stone maintains a liminal bridge, between its tower and summoner, while chim defends a fragile, sensory threshold between the waking whole and sub lunar fractal.