In GTK 2, this function was a new and convenient way to override the
order in which the Tab key cycled through the sub-widgets of a
container, replacing the more verbose mechanism in GTK 1 where you had
to provide a custom implementation of the "focus" method in
GtkContainerClass.
GTK 3.24 has now deprecated gtk_container_set_focus_chain(),
apparently on the grounds that that old system is what they think you
_ought_ to be doing. So I've abandoned set_focus_chain completely, and
switched back to doing it by a custom focus method for _all_ versions
of GTK, with the only slight wrinkle being that between GTK 1 and 2
the method in question moved from GtkContainer to GtkWidget (my guess
is so that an individual non-container widget can still have multiple
separately focusable UI components).