To reach the Lienard-Wiechert potentials or to prove Feynman's equation (exposed in his lectures without proof), it's necessary to begin with the so-called retarded potentials expressed here conveniently by the following.
\begin{equation}
\phi\left(\mathbf{r},t\right)=\dfrac{1}{4\pi\varepsilon_{o}}\iiint d^{3}\mathbf{r}^{\prime}\dfrac{\rho\left(\mathbf{r}^{\prime},t-\dfrac{\|\mathbf{r}^{\prime}-\mathbf{r}\|}{c}\right)}{\|\mathbf{r}^{\prime}-\mathbf{r}\|}\:, \quad \text{scalar potential}
\tag{01a}
\end{equation}
\begin{equation}
\mathbf{A}\left(\mathbf{r},t\right)=\dfrac{\mu_{o}}{4\pi}\iiint d^{3}\mathbf{r}^{\prime}\dfrac{\mathbf{j}\left(\mathbf{r}^{\prime},t-\dfrac{\|\mathbf{r}^{\prime}-\mathbf{r}\|}{c}\right)}{\|\mathbf{r}^{\prime}-\mathbf{r}\|}\:, \quad \text{vector potential}
\tag{01b}
\end{equation}
Now, what explains the non-instantaneous action are the terms in parentheses. For example, if the action was instantaneous then the scalar potential $\:\phi\:$ at point $\:\mathbf{r}\:$ in time $\:t\:$ would be that produced electro-statically by the charge density $\:\rho\:$ from various points $\:\mathbf{r}^{\prime}\:$ in that SAME MOMENT t:
\begin{equation}
\dfrac{1}{4\pi\varepsilon_{o}}\iiint d^{3}\mathbf{r}^{\prime}\dfrac{\rho\left(\mathbf{r}^{\prime},t\right)}{\|\mathbf{r}^{\prime}-\mathbf{r}\|}\ne\phi\left(\mathbf{r},t\right)
\tag{02}
\end{equation}
But the term
\begin{equation}
t-\dfrac{\|\mathbf{r}^{\prime}-\mathbf{r}\|}{c}= t^{\prime}
\tag{03}
\end{equation}
"repairs" exactly this, taking into account that the electromagnetic disturbance from charges at $\:\mathbf{r}^{\prime} \:$ needs a time interval
\begin{equation}
\dfrac{\|\mathbf{r}^{\prime}-\mathbf{r}\|}{c}
\tag{04}
\end{equation}
to arrive at $\:\mathbf{r}\:$ "running" with velocity $\:c\:$.