Chain of Thought (CoT) prompting is a prompting method which encourages the LLM to explain its reasoning.
By appending the words "Let's think step by step" to the end of a question, LLMs are able to generate a chain of thought that answers the question. From this chain of thought, they are able to extract more accurate answers.
Without examples, this method is called Zero Shot Chain of Thought (Zero-shot-CoT).