Chain Pops off new Stretch Limo

I I just got the bike, put it together with out any directions. But when ever I try to use the pedals as a brake the chain pops off! Is this normal? or should I go through the steps of pulling on the wheel and tightening. I've applied more tension to the chain twice... Maybe the bolts that came with the kit are garbage ... HELP please

Thanks, I think I got it. Now I'm gettin ready to mount the engine... how do i insure clearence of thw A24 simpson ties?