There is only 1 kind of chain in crochet, so you're safe there. What it is telling you to do is make the chains for the neck straps and sew those on to the tops of the triangles. For the bottom of the triangles though it's a little more complex, and you will need to learn how to single crochet.
So you make the chain, which will be the strap around the chest. Now, you will be crocheting in the bottom of the triangles. Treat the chain as if it were part of the triangle, and you will do single crochets along the bottom of the triangle, crocheting AROUND the chain. This makes the top completely adjustable, as it will be able to slide back and forth on the chain so you get the proper fit.
Hope that makes sense.