They are three states of matter, solid, liquid and gas. It is important to note that heat must be added to a substance to make it change state from solid to liquid and from liquid to a gas. It is just as important to note that heat must be removed from a substance to make it change state from a gas to a liquid and from a liquid to a solid.
In fact, we are able to express the idea above from a slightly different angle and understand, that when a substance vapors, it absorbs heat from the surroundings. On the contrary, when it condenses from vapor to liquid, it let out heat to surrounding area. At those periods, the removal and relocation of heat happens.
The definition of refrigeration is, in fact, exactly the removal and relocation of heat!
Then finding appropriate substance which has very low boiling points became the most important thing.
No chemicals are found to play the role to help us until we came up with a family of hydro flouro carbon HFC refrigerants which had extremely low boiling points. Because of this low boiling point, they can help us to achieve the removal and relocation of heat at normal atmospheric pressure.
Now, we are getting closer to the mechanical refrigeration process.