How I did it
Chain - I bought mine for about a $1 on a going-out-of-business sale at a craft store.
Brooches - Find them in vintage shops, in your jewelry box, or even online!
1. Simply open the clasp and lock each brooch onto the chain. There's no alteration done to the brooches so you can pull them off at any time. Keep them close together, even overlap them a bit, so that the pins behind each broach don't show through.
2. Tie a ribbon through the opening at the end. This is your necklace clasp.
If you buy a smaller chain, you can always buy a jump ring and lobster clasp and actually turn your chain into a "real necklace," or just buy a necklace with big links. My way cost about $1 though :)