identify the great lake on which chicago is located
http://www.chicagotraveler.com/maps/chicago-venues-city-map.gif
To identify the great lake on which Chicago is located, you can refer to the link you provided or use a map.
From the map you shared, you can see that Lake Michigan is located to the east of Chicago. Chicago is situated on the southwestern shore of Lake Michigan, making it one of the five Great Lakes of North America.