Take the word "chain" seriously. It really is a sequence of events, one "link" building up energy and passing it on to be used, and built upon, by the next "link" in the chain. This is why timing is so critical in the pitching motion. As Roger just pointed out to me in a recent email, the connection from one link to the next must be just as the muscles and connective tissues connecting the 2 links are sufficiently stretched to "load" them. This "loading" process makes the muscle contraction in the next link of the chain more powerful than if you didn't load them in this way.
To illustrate this, watch the videos of guys like Nolan Ryan, Roger Clemens or Kevin Brown from the video clips library. Watch how the hips rotate before landing while the shoulder remain aligned between 2nd and home. This stretches and "loads" the muscles of the torso. Then, at front foot landing, the shoulders rotate. If they rotated the hips, hesitated, then rotated the shoulders, the muscles would not contract with as much power or explosiveness. It's just like in a chain where, if you pull on one link without it connecting with the next link, it's not pulling on anything and you don't get much of a result. Now, connect those links and pull. Results. The energy is transferred from the first to the second and work is done there.
That's the idea behind the kinetic chain. The challengin part is applying it to the human body throwing a ball. This is why I suggested that you read a lot here and also look at the pro videos. Look at a lot of those videos with all of this in mind.