The usual place for the Spur Chains to go is from the button on the back of the spur, under the heel of you boot and back up to the other side. This will stop the spur moving upwards and off your boot. I have seen other people wear them over the bridge of their foot, with another chain under the heel too, rather than using a proper spur strap. But I guess that is just personal choice.
Have a look through the spur chains below and choose one to fit your spurs. If you are looking for a chain to go with some vintage spurs, then you should be able to find them here too.