we use chain rule when taking the derivative of a function that depends on a function of x (rather than just x itself). In other words, if h(g(x)), then its derivative (from chain rule) is
dh/dx = dh/dg*dg/dx (or the derivative of the "outside" times the derivative of the "inside")
back to our problem,
u = e-x
du/dx = d/dx (e-x) = -e-x
y = e-u(x)
dy/dx = d/dx (e-u(x)) = -e-u(x) * du/dx (plug in from above and you're done)