The Jews received the The Torah at Sinai.
A Jewish person who observes the Torah creates another link in that Chain to Sinai.
The Rambam – Maimonides – made a chain from Moses to himself. Others have expanded this chain to themselves in the present day. It is a further proof of the unchanged transmission of the Torah to the Jews till today. Torah Jews observe the Same laws as those Jews who received it thousands of years ago.
Here is the Chain
Those who do observe Torah help assure the chain remains unbroken in the future generations – as seen here:
Will Your Grandchildren be Jewish?