Similar but not perfectly interchangable.
In a “chain” you have something like:
Image one connects to image two, then you kind of disregard image one and make image two interact with image three, then disregard two and make three interact with four… And so on.
A “Link” can be in the form of a chain, where each image has an interaction with the previous and next image or it can just mean taking two images and connecting them somehow. You could link two images at one loci, the move to the next loci and link two different images. The first set of images doesn’t necessarily interact at all with the second set, so it wouldn’t really be considered a “chain.”
Story method may involve carrying multiple links together through a story, so let’s say image one picks up image two and carries it to image three and then all of them interact with image four.
Similar but slightly different in how the images may be interacting.