Evaporation is a change of state from liquid to gas. Liquids require heat to be added to them to change to a gaseous state. They get that heat from whatever they are in contact with. By removing heat from their surroundings, they in effect cool whatever they are in contact with.
****** ibn_alneel *******
this topic actually belongs to thermodynamics. Aka the study of heat motion. Since it is the study of motion, technically it is a branch of physics. However, thermodynamics is taught in chemistry, chemical engineering, physics, etc. So this question does belong here... cheers.