STEP AWAY FROM THE BIKE...SLOWLY!!
First one, you dont break the chain, you read the manual and remove as per instructions.
Did I mention you need a manual??
2nd one, VISE-GRIPS
3rd one, use penetrating oil and wait, tap it a few times with a normal size hammer, block of wood or aluminum in between is a great idea. Patience is Key.
Read the manual some more..
4th one, that thing is called a cylinder, but the cylindrical parts are hiding inside..!!.. why? that defies explanation, but trust me it is the cylinder..
I have a question for you. Do you often charge into taking stuff that you do not even know what it is called, apart??...and saw stuff off that does who knows what??
Try to get a manual & take your time before you go further..