ZW - Leo Arms

The monster effect "This card cannot attack directly" is a Continuous Effect.

The monster effect "Once per turn: You can detach 1 Xyz Material from this card; add 1 'ZW' monster from your Deck to your hand" is an Ignition Effect. (This effect does not target. Detaching 1 Xyz Material from this card is a cost to activate this effect.)

The monster effect "You can target 1 'Utopia' monster you control; equip this card on the field to that target. It gains 3000 ATK" is an Ignition Effect. (This effect targets 1 face-up "Utopia" monster in your Monster Zone.)

The effect "gains 3000 ATK" is an effect applied while "ZW - Leo Arms" is treated as an Equip Spell Card by its own effect. (This does not create a Chain Link.)

The effect "During the Battle Phase, if the equipped monster attacks, you can send this equipped card to the Graveyard; the equipped monster can make a second attack on an opponent's monster during this Battle Phase" is an effect applied while this card is treated as an Equip Spell Card. (This is an effect that can be activated optionally during the Battle Step in which the monster equipped with "ZW - Leo Arms" is attacking. This effect does not target.)

Sending "ZW - Leo Arms" itself, which is being treated as an Equip Spell Card, to the Graveyard is a cost to activate the effect "the equipped monster can make a second attack on an opponent's monster during this Battle Phase."