The chain is a KMC Rustbuster - it has a special coating on the plates and waterproof grease inside the 'bushing-less' bits. You don't have to do anything to it until the rust-proof coating wears off from the inside of the plates. Therefore, don't do anything to the chain - applying 'WD40' style lubes will only displace the grease by emulsifying it. Wait until this time next year and, if the chain appears 'orange rust coloured' after a ride in the rain, pop some medium flavour oil on it, sparingly.
Maybe Electra should have some words in the instruction manual as they have included a rather special chain that you are lucky to own.