The first thing you have to do is set up your bike chain so you can easily remove it from your bike. I use an SRAM "Power-Link", pictured. I don't know if there are other manufacturers who make this kind of thing, but I can say I've used these devices for years without trouble. Follow standard guidelines for chain length. Go to a mechanic if you're unsure. If you buy an SRAM chain, they usually come with one of these things included. (I am not affiliated with SRAM in any way, I just think they make decent products.)
Power-Links are very easy to use once you understand the techniques of linking and unlinking them. Here's
a good website that explains the "secret" for doing this.