I worked off this video, its for an eyesplice but you will get the gist for attaching a chain (2 stands go in one way, 2 the other way, snug up and proceed with the braiding.
https://www.youtube.com/watch?v=_ycg1FWivlU
I also ordered a small 1/8" to 1/2" Fid tool (definitely needed, check Amazon).
My biggest tip is to not cut the chain off the existing rode just in case you get frustrated and give up, at least you can still anchor! I was lucky enough to have extra G4 chain so I found the other end and did the splice right on the boat while the existing anchor setup was in place.
Tape off about 2' down, separate the individual groupings of strands and tightly tape the ends of the 4 sets. Position the chain and slide the 4 strands through the link, 2 one way and 2 the other. We did this a few times until the chain appeared to sit squarely in the center of the line. My wife has a better idea of how to braid so she could visualize the next step better than I could. Once we got the first round started and snugged, I held the chain up while she determined which braid was next, then stuck the fid in there and went for it. It took hours and we redid the splice many times. You should begin to see a very nice splice all around, if not you are doing it wrong. After 6-8", I cut one of the 2 strands close to the braid, melted it down into the line and continued two more rounds with a single strand. Cut that close and melted it too. The goal is to taper the splice for the windlass. Full disclosure, mine does not go through the windlass 50% of the time but never really did before.
I am no expert and probably made a few mistakes but it looks professional enough. I saved hundreds and gained some knowledge. Others will surely have tips to share as I know I missed a few.
Good luck.
Rob