I did this on the first unlockable level which is the Theme Park. A create chain is discussed during the tutorial of the game - in the upper left hand corner an image will pop up telling you what to place in the level; i.e. paint flowers, place objects, etc. Continue to follow what it is asking until a message pops up saying "Chain Complete, spark awarded". Do this 5 times in the same level to unlock the achievement. The create chain logo does not pop up right after another so what I did is did one chain, completed a challenge then did another chain and so forth.