Imagine:
A ⇒ B ⇒ C ⇒ D
You're asked to find whether the formula is logically true. Is in this case, D a logical consequence of C, which is a logical consequence of B, which is a logical consequence of A? So that you can prove that the formula is true by proving
A ⇒ B and B ⇒ C and C ⇒ D
Thank you for your time
is simply mathematical short-hand for:
so obviously if you can prove the latter, you will have proven the former, since it really is the same thing
Also, in the Comments you ask:
Hmm, be very careful here! First, when you say $A = B$, do you mean that $A$ and $B$ are the exact same identical statements, or do you mean that $A$ and $B$ are logically equivalent statements? For example, $P \land Q$ and $Q \land P$ are logically equivalent, but they are not identical. You could say that maybe they are logically 'identical', but they are not syntactically identical
Now, it turns that, whether you mean logical equivalece or syntactically identical, if $A=B$, then certainly $A \Rightarrow B$, so yes, showing $A = B$ and $B = C$ and $C = D$ will indeed prove that $A \Rightarrow B \Rightarrow C \Rightarrow D$
However, please notice this: syntactical equivalence is obvious; either the statement is exactly the same statement or not. So, I am guessing that's not what you meant. I think you meant logical equivalence. Thus, for example, if $A$ is $\neg(P \land Q)$, and $B$ is $\neg P \lor \neg Q$ then, by DeMorgan's Laws, they are logically equivalent, and we can say that '$A = B$' .... though most logicians prefer to write this as $A \Leftrightarrow B$
OK, but now think about this: what would it take to show '$A = B$', i.e. $A \Leftrightarrow B$? In almost all practical scenarios, this is done by showing two things: that $A \Rightarrow B$, and that $B \Rightarrow A$. But wait! All you wanted to show is that $A \Rightarrow B$. So sure, showing that '$A = B$' will prove that $A \Rightarrow B$, but it makes little sense to show all that, if all you want to show is just $A \Rightarrow B$.
Also, when you say:
you are making a horrible mistake: The $\Rightarrow$ implication is a logical implication, which is not the same as the $\to$ material implication. And yes, for the material implication it holds that $P \to Q \Leftrightarrow \neg P \lor Q$, but for the logical implication there is not such thing.
EDIT
I just realized that maybe you are dealing with one of those bad texts that use $\Rightarrow$ to represent the material implication. If so: Aaargh! OK, so if that is what is being meant, then we're not dealing with mathematical shorthand for a chain of logical implications, but with a single logic formula that would be: $A \to B \to C \to D$ ... except the problem with that is that the formula is ambiguous, as pointed out by @Stinking Bishop in the other Answer. So ... that makes me believe that we are not dealing with a single logic formula, but again, with a common mathematical short-hand notation for a chain of logical implications. Then again, you did state:
and that suggests that maybe they did mean for this to be a logic formula ... even though it is ambiguous.