No, it is not possible to CHAIN in CLP. You have several options:
1) You can either read through the entire file until you get to the record you want
2) Use OpnQryF and then read through the resulting records.
3) I you are always looking for the same record you can create a Query to put the record into a temporary file (in QTemp) and then read that record in your program
4) Create a Query Manager Query and pass it the parameters for the record(s) you are looking for and have it create a temporary file.
That’s all I can think of at the moment. Also remember that you can only read a a file through to EOF once in CL so if you need to get, for instance, several records with different parameters you can create a CLP sub-program to read the file for you.