The quest for designing new self-propelled colloids is fuelled by the demand for simple experimental models to study the collective behaviour of their more complex natural counterparts. Most synthetic self-propelled particles move by converting the input energy into translational motion. In this work we address the question if simple self-propelled spheres can assemble into more complex structures that exhibit rotational motion, possibly coupled with translational motion as in flagella. We exploit a combination of induced dipolar interactions and a bonding step to create permanent linear bead chains, composed of self-propelled Janus spheres, with a well-controlled internal structure. Next, we study how flexibility between individual swimmers in a chain can affect its swimming behaviour. Permanent rigid chains showed only active rotational or spinning motion, whereas longer semi-flexible chains showed both translational and rotational motion resembling flagella like-motion, in the presence of the fuel. Moreover, we are able to reproduce our experimental results using numerical calculations with a minimal model, which includes full hydrodynamic interactions with the fluid. Our method is general and opens a new way to design novel self-propelled colloids with complex swimming behaviours, using different complex starting building blocks in combination with the flexibility between them.