Can anyone help me to demonstrate how chromatography works to separate materials?
It sounds like you are asking for a hands-on demonstration here. The simplest thing to set up is a paper chromatography experiment that separates pigments. All you need to do this is some absorbent paper, such as a paper coffee filter or a white paper towel, and a water-based marker in a dark color, preferably black.
Cut a long narrow strip from the paper - an inch wide by 6 inches long would be good. Cut one end of this strip so it comes to a point. About an inch up from the point, draw a line across the paper with the marker. Now suspend the strip in a container of water so that just the very tip of the paper touches the water. You should see water slowly wicking up the strip; when it gets to the marker ink, the ink will begin to rise along with the water. However the largest pigment molecules will lag behind and the smallest will move ahead, so that as the water rises up the strip the colors of pigment will separate, demonstrating that the original ink was made up of several different colors.
If you can't find a water based marker, you can use a permanent marker instead, but you will have to use acetone (nail polish remover) instead of water as the solvent in the container.
I have included a resource for you to use which includes several different methods of chromatography, of which paper chromatography seems to be the most elementary. Chromatography in its earliest uses was used to tell the chemical makeup of substances by the respective colors that made that substance up. Paper chromatography involves taking a sample of that substance, placing it on paper, then immersing the paper in a conducting solution. As the solution meshes and moistens the paper, the molecules of the substance travel with it, each portion showing its respective color and rate of travel, since they are all different. A color chart of known substances may be used for accurate analysis as to what substances are contained within the sample. Chromatography was first used to separate pigment colors of paint and plant flower colors into their respective pigments.