MQSeries Question:

DLQ - Dead Letter Queue

If an application tries to put a message to another
application and if it is not delivered then it goes to the
DLQ. So DLQ is nothing but all undelivered messages stored
in DLQ.

Alterenate Defination:
The dead-letter queue is a local queue where messages are
put if they cannot be routed to their intended destination

You need to create 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