In the context of the exam questions this means that: you need to provide structured evidence to reach a conclusion. To do this you need to build up the logic of what you are saying step by step.
Each step in what you say should follow on logically from the previous step. Especially if it is a longer answer
Most people find it helpful to write a small plan of their answer before starting, this might only be a few words but it means you are less likely to skip one of the steps you need to include. Examiners can also award marks from what you write in the plan, if your meaning is clear.