Hi, Nicolas,
I'm glad you're enjoying Fusion 360 so far - always feel free to reach out for help on things like this while you're learning the program!
Creating chain behavior in most any CAD software is tricky behavior, mostly b/c it's defined by contact points (make sure this link doesn't move through this other link). That's a lot of coordinated movement and calculations to compute, so you can define a chaining behavior, but you have to treat it pretty gently or one of your links might break free from the chain.
In Fusion 360, you can line up your links, then convert them into components (this allows each one to move freely and independently through space). Then, you can enable contact sets and create a new contact set that says none of the links can cross through one another. These sets essentially tell Fusion360 that if one bumps into another, the other should move to prevent their volumes from overlapping. Here is a screencast of the process: http://autode.sk/22UxfnV
The screencast also shows you ways in which they break. A few tips on what will break the behavior:
1. Jerking one of the components too quickly.
2. Getting the components in a bind (two or three links interacting where they have multiple contact points and nowhere to move).
3. Longer chains means you have less control to monitor things like 1 and 2 - more opportunities to go wrong.
4. Thickness of your pipes - intuitively, it feels like the thicker the geometries, the less likely the parts are to pass through one another, but I'm not 100% certain on that.
5. Tolerance between links - the more room they have to move around in one another (the more "give") the more likely they seem to work that behavior successfully.
This is all strictly from my experience - if anyone else has more concrete tips on the matter, please share! From my experience, it's just something you start to build an intuitive sense of as you work more and more with contact sets (for chains or any other application)
On the whole, I wouldn't recommended building a model based on chain behavior - it's a lot to control. Typically if I'm working with chains, I'll draw a spline to respresent it, and pattern some links along that path. It's not chain behavior, and it's not visually perfect, but it represents chain behavior, and changing the spline can adjust that representative system.
Did that answer your question? Just holler if you have a follow-up question or I didn't address the problem.
Thanks!
Tanner
Tanner Reid
Product Design Engineer