In a physical change the particles keep their identity. Melting, boiling, freezing, condensing and dissolving are examples. When ice melts, the particles are still water particles. Only their arrangement and movement have changed, because energy has been transferred to overcome the forces of attraction between them. No new substance is made and the change can be reversed by heating or cooling, so water can be frozen and melted again.
In a chemical change the atoms are rearranged and join together in a different way, so one or more new substances are made. For example, when magnesium burns in oxygen the magnesium and oxygen atoms bond to form magnesium oxide, which has different properties from both. The particles of the new substance are different from the particles you started with.
The particle model can show that in a change of state the particles stay the same, but it also shows that in a chemical change they do not. Signs of a chemical change include a new substance forming, a colour change, a gas being given off, or a temperature change. These signs on their own are not proof, because a physical change such as dissolving can also change temperature.