To use Nyquist plug-ins in Chains, ensure that you are using the current 2.0.5 version of Audacity (available here: http://audacityteam.org/download/)
I don’t speak German, but from what I can make out, that article appear (to me) to be suggesting that you should export the processed file in MP3 format. If my translation is correct, then the article is wrong. You will need to export in WAV format and not MP3 format.