The symmetry of the coproduct of sets is the natural isomorphism
whose component
\[ \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y} \colon X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y \overset {\scriptstyle \mathord {\sim }}{\dashrightarrow }Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}X \]
at $X,Y\in \text{Obj}\webleft (\mathsf{Sets}\webright )$ is defined by
\[ \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y}\webleft (x,y\webright )\mathrel {\smash {\overset {\mathclap {\scriptscriptstyle \text{def}}}=}}\webleft (y,x\webright ) \]
for each $\webleft (x,y\webright )\in X\times Y$.
Unwinding the Definitions of $X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y$ and $Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}X$
Firstly, we unwind the expressions for $X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y$ and $Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}X$. We have
\[ X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y\mathrel {\smash {\overset {\mathclap {\scriptscriptstyle \text{def}}}=}}\webleft\{ \webleft (0,x\webright )\in S\ \middle |\ x\in X\webright\} \cup \webleft\{ \webleft (1,y\webright )\in S\ \middle |\ y\in Y\webright\} , \]
where $S=\webleft\{ 0,1\webright\} \times \webleft (X\cup Y\webright )$ and
\[ Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}X\mathrel {\smash {\overset {\mathclap {\scriptscriptstyle \text{def}}}=}}\webleft\{ \webleft (0,y\webright )\in S'\ \middle |\ y\in Y\webright\} \cup \webleft\{ \webleft (1,x\webright )\in S'\ \middle |\ x\in X\webright\} , \]
where $S'=\webleft\{ 0,1\webright\} \times \webleft (Y\cup X\webright )=\webleft\{ 0,1\webright\} \times \webleft (X\cup Y\webright )=S$.
Invertibility
The inverse of $\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y}$ is the map
\[ \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X,Y}\colon Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}X\to X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y \]
defined by
\[ \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X,Y}\mathrel {\smash {\overset {\mathclap {\scriptscriptstyle \text{def}}}=}}\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{Y,X} \]
and hence given by
\begin{align*} \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X,Y}\webleft (z\webright )\mathrel {\smash {\overset {\mathclap {\scriptscriptstyle \text{def}}}=}}\begin{cases} \webleft (0,x\webright ) & \text{if $z=\webleft (1,x\webright )$,}\\ \webleft (1,y\webright ) & \text{if $z=\webleft (0,y\webright )$} \end{cases}\end{align*}
for each $z\in Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}X$. Indeed:
- Invertibility I. We have
\begin{align*} \webleft [\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X,Y}\circ \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y}\webright ]\webleft (0,x\webright ) & = \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\webleft (\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X}\webleft (0,x\webright )\webright )\\ & = \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\webleft (1,x\webright )\\ & = \webleft (0,x\webright )\\ & = \webleft [\text{id}_{X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y}\webright ]\webleft (0,x\webright ) \end{align*}
for each $\webleft (0,x\webright )\in X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y$ and
\begin{align*} \webleft [\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X,Y}\circ \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y}\webright ]\webleft (1,y\webright ) & = \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\webleft (\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X}\webleft (1,y\webright )\webright )\\ & = \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\webleft (0,y\webright )\\ & = \webleft (1,y\webright )\\ & = \webleft [\text{id}_{X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y}\webright ]\webleft (1,y\webright ) \end{align*}
for each $\webleft (1,y\webright )\in X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y$, and therefore we have
\[ \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X,Y}\circ \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y}=\text{id}_{X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y}. \]
- Invertibility II. We have
\begin{align*} \webleft [\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y}\circ \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X,Y}\webright ]\webleft (0,y\webright ) & = \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X}\webleft (\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\webleft (0,y\webright )\webright )\\ & = \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\webleft (1,y\webright )\\ & = \webleft (0,y\webright )\\ & = \webleft [\text{id}_{Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}X}\webright ]\webleft (0,y\webright ) \end{align*}
for each $\webleft (0,y\webright )\in Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}X$ and
\begin{align*} \webleft [\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y}\circ \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X,Y}\webright ]\webleft (1,x\webright ) & = \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X}\webleft (\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\webleft (1,x\webright )\webright )\\ & = \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\webleft (0,x\webright )\\ & = \webleft (1,x\webright )\\ & = \webleft [\text{id}_{Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}X}\webright ]\webleft (1,x\webright ) \end{align*}
for each $\webleft (1,x\webright )\in Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}X$, and therefore we have
\[ \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X}\circ \sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}=\text{id}_{Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}X}. \]
Therefore $\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y}$ is indeed an isomorphism.
Naturality
We need to show that, given functions $f\colon A\to X$ and $g\colon B\to Y$, the diagram
commutes. Indeed, this diagram acts on elements as
and hence indeed commutes. Therefore $\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}$ is a natural transformation.
Being a Natural Isomorphism
Since $\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}$ is natural and $\sigma ^{\mathsf{Sets},-1}$ is a componentwise inverse to $\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}$, it follows from Chapter 9: Preorders, Item 2 of Proposition 9.9.7.1.2 that $\sigma ^{\mathsf{Sets},-1}$ is also natural. Thus $\sigma ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}$ is a natural isomorphism.