The interaction among magnetic moments screened by conduction electrons drives quantum phase transitions between magnetically ordered and heavy-fermion ground states. Here, starting from isolated magnetic impurities in the Kondo regime, we investigate the formation of the finite size analogue of a heavy Fermi liquid. We build regularly-spaced chains of Co adatoms on a metallic surface by atomic manipulation. Scanning tunneling spectroscopy is used to obtain maps of the Kondo resonance intensity with sub-atomic resolution. For sufficiently small interatomic separation, the spatial distribution of Kondo screening does not coincide with the position of the adatoms. It also develops enhancements at both edges of the chains. Since we can rule out any other interaction between Kondo impurities, this is explained in terms of the indirect hybridization of the Kondo orbitals mediated by a coherent electron gas, the mechanism that causes the emergence of heavy quasiparticles in the thermodynamic limit.