Remember that any time you are using chroot, your chroot'd environment must contain everything you need. In this case, you need php.exe, php.ini, and all your .php scripts, just for starters. If your web application needs to write to certain directories (e.g. /tmp), that has to be inside your chroot as well.
Remember that chroot is literally "change root", as in change the root of your file system. So if you want to chroot php-fpm to e.g. /home/lighttpd/, then if it has to write to /tmp that is actually /home/lighttpd/tmp, so make sure that exists. If you're looking for /etc/php/php.ini, that's similarly /home/lighttpd/etc/php/php.ini -- essentially the leading '/' on any file path for a chroot'd application is replace with the chroot path.
This makes setting up chroot'd environment rather tricky, as you have to create essentially a mirror of the parts of your root filesystem that will be needed within your chroot path. This also means you have to know everything that your chroot'd environment needs, too.
My recommendation is to not bother with chroot at all. It's a very thin layer of security at best, making the effort required to make it work almost worthless, and in all honesty I think you're better served by making sure php-fpm is running under the proper user context (i.e. a restricted user, not root) and that you use proper file system permissions to give that user only the minimum necessary privileges on your system. That includes making sure that that user can't log in to an interactive shell at all (delete the user's password, and set their shell to /bin/false or /bin/nologin), and has no
sudo privileges at all (unless absolutely necessary, and then only grant
sudo access to the particular commands it needs).