Turn off the machinery if in operation. Ensure that all equipment is off and that the shaft is not rotating.
Install the shield. All PTO shafts and the shields used are different. Ensure that you consult your operation manual for appropriate shield installation.
Attach the chain to one side of the shield via the chain bracket or grommet. Repeat for the other side. Typically, a PTO shield will have two chain attachment holes, one on both sides of the shaft.
Attach the opposite ends of the chains to secure contact points flanking the shaft. Depending on the machinery you're using this will vary. Typically on a tractor, chains can be hooked to contact points that flank the shaft, or to a nearby sturdy metal bracket pole or post.