This study considers general Markov chains (MCs) with discrete time in an arbitrary phase space. The transition function of the MC generates two operators: T, which acts on the space of measurable functions, and A, which acts on the space of bounded countably additive measures. The operator T*, which is adjoint to T and acts on the space of finitely additive measures, is also constructed. A number of theorems are proved for the operator T*, including the ergodic theorem. Under certain conditions it is proved that if the MC has a finite number of basic invariant finitely additive measures then all of them are countably additive and the MC is quasi-compact. We demonstrate a methodology that applies finitely additive measures for the analysis of MCs, using examples with detailed proofs of their non-simple properties. Some of these proofs in the examples are more complicated than the proofs in our theorems.