Let $\gcd (a, b) = d$. So, $ax + by = d$ for some $x, y$. Then $(ca)x + (cb)y = cd$. Thus, $\gcd (ca, cb) = cd = \gcd(a, b)c$.
Does it work?
Let $\gcd (a, b) = d$. So, $ax + by = d$ for some $x, y$. Then $(ca)x + (cb)y = cd$. Thus, $\gcd (ca, cb) = cd = \gcd(a, b)c$.
Does it work?
No. The problem is that $ax+by = d$ does not imply $\gcd(a,b) = d$.
The statement $\gcd(ca,cb) = c\gcd(a,b)$ is true, however. To see that note that
$\gcd(a,b) \mid a \wedge \gcd(a,b) \mid b \implies c\gcd(a,b) \mid ac \wedge c\gcd(a,b) \mid bc$ so $$\gcd(ac,bc) \mid c\gcd(a,b)$$
The reverse is a little bit more work (you need $\gcd(ac,bc) \mid c\gcd(a,b)$ to conclude).
You can use prime factorization if you don't want to work through cumbersome axioms about what properties GCDs satisfy, or work with formulas expressing GCDs of different integers using linear combinations. If you accept prime factorization, your statement is basically trivial. Maybe that means you're not supposed to solve it that way though ;)