There are many ways of achieving the same sort of results.
Here's the way I would build a detailed chain. A different way of creating the single link....and an extension to all three ways to make the assembly of a chain a little easier....
I start with a cube primitive and select a face and extrude it twice in one direction...
...and then three times to the left...
...twice upwards, and then to the right....
..joining up to form a "squared" loop. Here's the plan view.
Don't be fooled by it being fatter than its height.
Now, I get rid of four faces on the left and right edges by shrinking the width to zero. I've done three here...and the fourth is partly done.
Now select the whole shape and use the "Weld to Range" plug in to weld the corners together.
Use the Group selection tool and select all the points in the top half and stretch the link to an approx size, and shape the outline of the link to suit. Here's the bottom half done...

Now select all of the outside edge faces and shrink the height down like so...
Finish off by using the "Weld to Range" plug in again. My link has 28 faces and 22 points.
My final step is to use the "Shift Tool" to move the centre of rotation to make building a chain easier. Select the Shift Tool, and holding Ctrl down, shift the axis indicator to where I have indicated below...
Now to build a chain.....
Copy and paste the link...I've done it three times.
Alter the Hierarchy tree to cascade the links...like this:

In plan view, adjust the links so they overlap. Move them in order down the hierarchy...the top link is the highest level link, and the bottom one is the lowest. Here's the result

Now the clever bit. Select the second link from the top....and twist it 90 degrees and swing it in any direction a bit. Note how the lower level links move with the higher level!

Then twist and rotate the next one down...and finally the last one. You're shaping the chain!!! Here's my end result..
And there we are. Hopefully a couple of new techniques for the toolbox!!