| I've got something similar but without the nice case (which I think is worth having as I keep losing the small bits).
It's not difficult to "rivet" a chain as they usually come with a clip to go around the joining link.
Look for the link with the clip on the existing chain (if it doesn't have one, you will have to do a bit of filing), remove it and temporarily attach the new chain to it and the pull it around the rear sprocket by rotating the wheel (obviously you will have the rear wheel on a stand!)
When you have looped the new chain through, check to make sure that you have enough adjustment for when it stretches out over time (otherwise you will be removing links at a later point).
To attach the clip, use the tool to hold the plate in place, push the clip part way over by hand then use a hammer and screwdriver/blunt chisel to push it in the rest of the way.
btw, that looks an okay price - not a super bargain but not bad considering you pay £40 for a similar one from M&P that comes in a cardboard box.  | 
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