The chains in this case are purely cosmetic. On the prototype, they were used to support and adjust the height of the blade. Note that this use of chains was more of a C&S practice but the snowplow is so far in front of the smokebox that the chains actually proportion it better.
Oh, the snowplow works just fine! The problem is that the locomotive tends to slip on slick rails. I'm still working on the problem but I'm leaning toward double-heading to give the plow more of an "oomph!"