Flare your lips and lift the mid-front tongue close to the roof of your mouth. Blow air through without voicing.

Americans pronounce chicago as shuh-KAH-goh (/ʃəˈkɑgoʊ/). Stress falls on the second syllable — keep everything else short and quick. You'll hear it in sentences like "They live in Chicago, don't they?".
Record yourself saying "chicago" and play it back. The mic stays on your device — nothing's uploaded.
3 syllables, 6 sounds. Tap a syllable to jump to its row, then explore each sound's mouth shape and how it's made.
Raise the back of your tongue to touch the soft palate (velum). Stop the air, then release.

Relax your lips and drop your jaw significantly. The tongue tip lightly touches behind the bottom front teeth and the back part of the tongue presses down a little to create more dark space in the back of the mouth.

The textbook way isn't wrong — it's just not how anyone actually says it.
Stress falls on the second syllable, not the others. Stretch KAH — keep everything else short and quick.
Don't pronounce the first syllable too fully. The unstressed syllable reduces to a schwa — the lazy "uh" sound — in casual speech.