Power lines (wires) are not perfect conductors, they have some resistance. When electrical current flows through a resistance some power is lost in the form of heat. The power lost in transmission lines is proportional to the length of the wire (distance), its resistance and the amount of current it is carrying.
Power is a product of voltage and current:
Power = Current X Voltage
therefore the same power can be delivered by increasing the voltage and reducing the current proportionally.
Transformers can alter the voltage to current ratio of an alternating current. By using higher voltages less current flow is required to deliver the same amount of power and the heat losses are minimised.
High voltage is the electrical equivalent of pressure and makes electrical energy harder to control. Transformers nearer to the point where electric power is used reduce the voltage to a safer level and make more current available where it is needed.