Let us assume we have a definition of the tangent space (e.g. as in Proof: Tangent space of the general linear group is the set of all squared matrices). Furthermore, we already verified that the tangent space $\mathfrak{gl}(n)$ of the general linear group $GL(n)$ -- the group of invertible matrices -- is the set of all square matrices $\mathbb{R}^{n\times n}$.
Afterwards, we introduce the matrix exponential: \begin{equation} \exp(\mathtt{X}):\mathbb{R}^{n\times n}\rightarrow \mathbb{R}^{n\times n},\quad \exp(\mathtt{X})= \sum_{k=0}^\infty\frac{\\mathtt{X}^n}{n!}~. \end{equation} We can prove that $\exp(\mathtt{X})$ is invertible [indeed $\exp(\mathtt{X})^{-1}=\exp(\mathtt{-X})$], thus $\exp(\cdot)$ maps element from the tangent space $\mathfrak{gl}(n)$ to the general linear group $GL(n)$.
Now, we are interested in all subgroups of $GL(n)$, and we will simply call them matrix Lie groups $G\subset GL(n)$:
How can we show in general that $\exp(\cdot)$ maps elements from the tangent space $\mathfrak{g}$ to the corresponding matrix Lie group $G$?
Formal:
Let G be a subgroup of $GL(n)$ and $\mathfrak{g}$ be the tangent space of $G$.
Show: $x\in \mathfrak{g} \Rightarrow \exp(x)\in G.$