User blog comment:Glowpixels/Question regarding Chain abilities/@comment-26432452-20161003011302

Chain is the feature to link up your arcana to another arcana.

To use it, go the party screen and tap the small empty box on each your party member to select which arcana you will link to the base arcana. The base arcana will get some stats boost and the chain ability. A little caveat, the chain ability only works on the same class so if your base arcana is a soldier, link them to another soldier to get the chain ability of the selected arcana. The chain cost is the added cost you will get if you use them as a chain. For example if you have a cost 20 SSR and you use another SSR as chain, their combined cost will be 24.

This feature only unlocked once you past the 3rd map (Lake of Sand) if I recall correctly.