Select the segments you want to add to a chain or boundary. Clicking twice on the same segment will remove the segment itself
Press Enter (or right click) to confirm the chain
Use the Pick start constraint button (or press W) to select or change the first segment that will constrain the chain
Use the Pick end constraint button (or press E) to select or change the second segment that will constrain the chain
Use the Add/remove item to the chain button (or press T) to edit the selection of the segments.
Click Ok (or press Space) when done

Constrained chain tutorial

Remarks

The chains/boundary infrastructure depends highly on the topology of the curve. For example,
you may need to click twice in parts of a closed curve that looks continuous but, since every curve
has a beginning and an end, the two parts are different segments.
The selection of the constraining segments is optional
To remove a constraining segment, use the right Pick start/end constraint button and deselect it
It is possible to select the same segment as both start and end intersecting object.
In this case the chain will be constrained between the first and second intersection that it has with the segment.
If one segment has multiple intersections with a curve, the one considered will be the closest to the selection point of the segment
While selecting segments it is possible to use the undo (Ctrl + Z) function to remove the last
selection