DLQ - Dead Letter Queue
If an application tries to put a message to one more application and if it is not delivered then it goes to the DLQ. So DLQ is not anything but all undelivered messages stored in DLQ.
The dead-letter queue is a local queue where messages are put if they cannot be routed to their intended destination.
You require to make a DLQ at the time of creating a Queue Manager.
crtmqm -q -d MY.DEFAULT.XMIT.QUEUE -u SYSTEM.DEAD.LETTER.QUEUE SATURN.QUEUE.MANAGER where -u is dead letter queue.