The way to do that is to define two styles at the beginning of the chapter. One for CHAPTER 1, and another one for the chapter title.

Then, in order to have that reflected in the TOC, we would simply use the Mark Entry approach. Highlight the chapter name, click on References\Mark Entry, and add the word "CHAPTER 1" before the chapter name. Repeat the same steps for each chapter, by increasing the chapter number. In TOC, simply swap the style for first level to use the style for the chapter name. Then, in TOC Options, check "Table entry fields".