I have been given a proof, but I do not understand the "why" behind it. If someone could explain me each of its steps with great detail that would be amazing!
The proof I was given is the following one:
Since $\gcd(a,b)=1$, we have that $$ ax+by=1.\label{1}\tag{1} $$ We need see the relation between $c$ and $a$, so we multiply both sides of \eqref{1} by $c$ and get $$ c= acx+bcy.\label{2}\tag{2} $$ Now since $c \mid cax+cby$, $a\mid bc$ and $a \mid bcy$, we conclude $a\mid cax$ and this proves that $a \mid c$.
I do not get how $a$ has been proved to divide $c$ in this last step.
In the proof you were given, you have that $c= acx+bcy$ for some integers $x$ and $y$ (note Bézout's identity proves there exists these integers $x$ and $y$ which satisfy the original equation of $ax + by = 1$). Also, you know that $a\mid bc$, so $a$ divides the second term of $bcy$. In addition, $a \mid acx$, so $a$ divides the first term. Since $a$ divides both terms on the right, it must divide their sum (more generally, $a$ divides any linear combination of those terms), i.e., $c$, so $a\mid c$.