Bought new chain. Do I have to remove links?
Chains normally come with more links than you need, and you should use a chain tool to remove the excess links from the chain prior to installing it. 

This link from park tool shows you how to size a chain (but the easiest way is normally to just match the length to your old chain provided it was adequately sized and you didn't change anything else). This link will show you how to install a chain.