Almost all species that have ever existed are extinct. Very very occasionally, when an animal or plant dies in suitable circumstances, it is fossilised. That means it is buried in suitable material such as the sand at the bottom of an ocean or a swamp. Gradually, over millions of years the processes of geology turn that sand to rock and the body's outline is preserved in the rock.
From fossils we can see what type of animals and plants have lived throughout the planet's history. By studying them in chronological order, we can make a timeline of evolutionary changes. So we can explain how life developed from 'simple' single-celled life into all the different animal and plant groups.
From fossils we can discover how fish gradually changed into Amphibians, moving further and further out of the water. And how Amphibians gradually changed into cold-blooded land based lizards and dinosaurs etc.
With fossils, we can see evolution blindly discovering all the biological advances of the complex range of life we can see around us today.