We will prove this true by the definition of set equality.
Suppose that (x,y)∈(A×B)∩(C×D), which is true iff (x,y)∈(A×B), so that x∈A and y∈B.
We also know that (x,y)∈(C×D) which is equivalent to x∈C and y∈D
We have x∈A∩C and y∈B∩D which is equivalent to (x,y)∈(A∩C)×(B∩D).
Thus we've proven that (x,y)∈(A×B)∩(C×D) if and only if (x,y)∈(A×B)∩(C×D) as needed.
So suppose that (x,y)∈(A∩B)×C, which is true iff x∈A∩B and y∈C, which is true iff (x,y)∈A×C and (x,y)∈B×C, which is true iff x∈(A×C)∩(B×C).
Therefore (x,y)∈(A∩B)×C if and only if x∈(A×C)∩(B×C), so (A∩B)×C=(A×C)∩(B×C) as needed.