The traditional attachment would be a
rope-to-chain splice. But a shackle arrangement like
@Kings Gambit described probably works too. Warning: I suspect it will be a pain to shackle / unshackle every time you deploy your anchor (and yes, seizing the shackle is recommended, and that definitely won't happen every time).
If there's any way you can store your anchor and rode together, I suspect you'd prefer that. Some small-boat sailors keep it all in a bucket or a milk crate and carry it up to the bow when deploying. Some hang a bag or or other rode-storage system on the bow pulpit. EDIT: I bit the bullet and
added an anchor roller but that might not be practical on your boat. Pictures might help there.
Shackle type: a bow shackle is standard, preferably a type B (stronger alloy). Practical Sailor did some shackle testing in their Aug 2015 and Oct 2016 editions (if you subscribe, you can download old issues). They have a little info
on their blog as well. Note that the shackle size will be larger than the chain size (e.g. 5/16" shackle for 1/4" chain, 3/8" shackle for 5/16" chain...) If you're using 1/4" chain, I can follow up with notes on trying to source a good 5/16" Type B shackle when I have more time.