Making chain is not as difficult as one might think. 

I had a buddy who was a manufacturing jeweller and he taught me how to make flat-linked chain. It is not that difficult but does require some patience. 

Start by taking a piece of flat iron, approximately 100mm long, and slightly larger than the inner measurements of the required link sizes. 

File this to an oval shape along the length. The size of the oval should equal the desired inner measurements of the chain you are making.

File the last 15m flat on one side as illustrated in the diagram on the right.

Once you have done this, slip the loops off onto the flat part and cut each separate link using an appropriately-sized cutter.

All that remains is to join the separate chain links using the appropriate sized tweezer.

And you have chain. The length is entirely up to you!

Take wire having the correct gauge and tightly wrap this around the oval part of the tool that you have made.