A chain is a process that players pile up the activation of card effects. In the card game, a player can use a card effect when the other card's effect is activated.
Player X uses the effect of the card A. Then, player Y responds to the activation by playing the card B. Moreover, player X activates card C to reply. In that case, card A is chain link 1, card B is chain link 2, and card C is chain link 3.
Now, players resolve the chains. Card C is dealt with at first and card A is resolved at last.
Chain link is the chains piled up. Card effects that are activated by declaring the use of cards only make chains.
Lower spell speed card cannot be played against the activation of higher spell speed card. For example, Heavy Storm (Spell speed 1) cannot be activated against the effect of Seven Tools of the Bandit (Spell speed 3).