Your monitor / computer must support DisplayPort 1.2, as this is the version introducing display chaining.
Also, the first monitor in the chain (and any intermediate displays) must have two ports, one for input, one for output. The last monitor in the chain will use only an input port.
Naturally, I'd see to get a display that supports DP 2.0, as this is the latest version (higher resolution / framerate) - the new, more efficient encoding enables better multi-display support.