If you test fit all the parts you will discover that it is usually possible to assemble, clean up and paint the swingarm first. With the swingarm assembled you can clean up any seams and add any missing weld lines before painting. Then the chain, wheel, caliper, etc. can be added. Be sure to paint the shock before assembling the swingarm.
When painted the swingarm I protect the painted rear shock from over spray with a piece of tubing or a drinking straw slipped over it.
With the swingarm assembled and painted, how do you add the chain? It may be necessary to cut the chain so it can be added to the swingarm. Some of Tamiya's kits actually have the chain moulded with a break in it for this very reason. If there is not break in the chain, simply cut the chain at the engine sprocket so that you can install it on the swingarm. Then use some CA to glue it back together. The cut will usually be hidden under the engine cover. If not, break the chain where the chain guard with hide it.