Fix a bicycle chain can be a dreadfully messy job that rarely goes smoothly. Unfortunately, a bike’s not much good without a chain.
If you're not an avid cyclist, or particularly good with mechanical jobs, it's probably worth going to your local bike shop.
Feed the chain through the rear derailleur - it should create a 'Z' bend when stretched - and pull the two ends together.
Either insert a split-link or power-link, or join the two ends of the chain using the chain-tool again, and you're done!(I know it's a lot easier to say than to do. What you need to do is simple, but actually doing it is a pain!)