I'm reading Kobayashi's book Transformation Groups in Differential Geometry and i dont understand a thing at page 14.
My question is why $A_\varphi$ is continuous?
$G$ is a subgroup of transformation of a differentiable manifold, $G^*$ normal subgroup of $G.$
I've open Chevalley's book, Theory of Lie groups at the page 128 as Kobayashi suggested but there is nothing useful in there.
Any ideas on proving this?

Read the remark on that page carefully and make attention to local canonical coordinate chosen and remember that the 1-parameter group has the unique form $\text{exp}(tX)$.