RnDr FOX, nice progress there on the saloon. It'd be nice to see more than just a front view though, perhaps a perspective view? The door looks better, but the roof still needs to be raised up a good deal. The building size needs to be increased as well. Think about walking in there, right now, one person could fit through the door, then one person on the right and one on the left. That's not much room considering there's probably a bar inside. That would be a pretty cramped saloon! So I'd advise you increase the wall sizes by a lot. Remember you want to keep this realistically sized to a human.
Now, as for your question about chain links, I'd go about it by just copy/pasting and rotating. So you can create a single simple chain link, then rotate it 90 degrees around the y-axis. Then move it down to where it would rest on the previous link. You can then copy/paste this double link, and drag it down again, you can continue this until you have a length you want. That would by my method.
As for the ART renderer, shadows are default right now, Steve forgot to turn them off. So, in the next Anim8or update they shouldn't be automatically on. But, sadly right now, the shadows will stay.