All evolutionary changes that allow a species to change in response to the environment, are originally a result of

All evolutionary changes that allow a species to change in response to the environment, are originally a result of beneficial DNA mutations.

Beneficial genetic (DNA) mutations are result in individuals with special characteristics that allow them to survive better in the environment so they pass their genes to the next generation.

Here's a fictional example I made just for you!: Lets say you have an alien species called Hibas. They are jelly blobs that float around, don't move, and open their mouths to capture neon shrimps that happen to swim into their mouths. But one day a certain Hiba developed some muscles through a genetic mutation. It was able to "wiggle" through the water and steer itself instead of floating around. This allowed it to eat more neon shrimp than the other Hibas, so it grew faster and was able to reproduce faster. It's kids also had muscles and had an advantage so they reproduced faster then the other Hibas. Eventually the whole Hiba species started to have muscles because the ones that didn't weren't able to compete and did not survive as well. 
The reason that most of the Hibas developed muscles was because one of them had a mutation that allowed it to have muscles. This was a BENEFICIAL mutation that allowed it to SURVIVE BETTER.

The higher you go up the less oxygen there is