We use chromatography to differentiate or to separate simplest compounds from a complex mixture. According to the polarity, solubility, charge, molecular weight, biological activity etc the compounds are isolated or separated from the given mixture. Which means in a mixture of compounds, compounds differ in size, shape, polarity, charge etc, making easier to separate one from the other of a complex mixture.
In chromatography there are two phases known as mobile phase and the stationary phase. Mobile phase is the moving parts where as stationary phase is the non moving part. How the compound of a mixture bound to the stationary phase, leads to its separation from the rest. It is simply like this! When a compound like mobile phase than the stationary phase the compound keeps moving with the mobile phase, and ultimately when the mobile phase gets eluted out the compound too can elute itself. Also how strong the compound bound to the stationary phase, depends on how long it will take to elute out.