Danilo. If you are able, bring him to an avian-vet and have the chain removed and get him a general check-up. Is there one near you? Where are you located?
Your new bird will need time to adjust to the new home. So it would probably good to leave him in his cage for a few days or a week, with door open whenever someone is around to keep an eye on him in case he wants to exit the cage. Make sure he gets the chance to leave cage if he wants every day. Set up a play area on top of his cage (it looks like it is flat up there). You can put a playgym, or a T shaped perch, or a rope perch set up like an arch, some toys, something to chew on, etc. Be calm and not too much fuss around him. Give him mellow attention.
Be sure to give him a good diet. I don't know what that is for a Hahn's Macaw. But I would think it must be supplemented a variety of fresh veggies and some fruits, sprouts (NEVER EVER avocado, caffeine, chocolate, cocoa, or junk food)
Someone please help. Do you think he should towel the little guy if he knows how to properly do it, then have someone clip the chain if he can't get to a vet?