Final Scene

It was the chains that were used to chain up the guy in the cave that Delia was "married" to. Presumably Delia and the cave-guy were supposed to have children together to keep the coven alive--that's what happens in mythological stories about covens of hags (a specific type of witch). They didn't explain it verbally in the movie, sadly, and the lighting makes it hard to tell that the object is supposed to be a set of chains.