How do you get a Red Chain?

You can't outside of hacking. It was meant to be held by the player before Cyrus used it, as it has a description.

"A mythical chain that is said to link the legendary Pokémon that created the Sinnoh region.
It is said that the Red Chain summons Dialga and Palkia when it is put together."

However, this idea was later scrapped but the data left in.

yeah to obtain the red chain the only option is hacking simpily by using an action replay or even better owning an R4 as my dear friend has im not much of a hacker myself but to obtain such wicked items i had to resolve to it hope this helped