When it comes to labeling the title of a chapter, there is no one-size-fits-all answer. It depends on the particular style guide you are using, as well as the preferences of your instructor or editor. In general, however, chapter titles are typically formatted in one of two ways:
As a heading on its own line, with the chapter number included before the title (e.g., "Chapter 1: The Journey Begins").
As part of the preceding paragraph, with the chapter number included in parentheses after the last sentence (e.g., "And so our journey begins. (Chapter 1)").
If you're not sure how to format your chapter title, the best thing to do is to ask your instructor or editor for guidance.