[guided]The goal of this step is to turn the covering-space data into the exact shape required for a fibre-bundle chart. A fibre-bundle trivialization over $U_a$ must be a diffeomorphism from $p^{-1}(U_a)$ to $U_a \times F$ whose first coordinate is $p$.
Because $U_a$ is evenly covered, the preimage $p^{-1}(U_a)$ is split into ordered sheets:
\begin{align*}
p^{-1}(U_a) = \bigsqcup_{i=1}^{n} V_{a,i},
\end{align*}
and each restriction $p|_{V_{a,i}}: V_{a,i} \to U_a$ is a diffeomorphism. This means that every point $e \in p^{-1}(U_a)$ lies in exactly one sheet $V_{a,i}$. We therefore define
\begin{align*}
\Phi_a: p^{-1}(U_a) &\to U_a \times F
\end{align*}
by
\begin{align*}
\Phi_a(e) := (p(e), i) \quad \text{if } e \in V_{a,i}.
\end{align*}
The disjointness of the sheets is what makes this definition unambiguous.
To prove that $\Phi_a$ is a diffeomorphism, we write down its inverse explicitly as the map
\begin{align*}
\Psi_a: U_a \times F &\to p^{-1}(U_a), \quad (x,i) \mapsto (p|_{V_{a,i}})^{-1}(x).
\end{align*}
This is well-defined because $p|_{V_{a,i}}: V_{a,i} \to U_a$ is a diffeomorphism, hence has a smooth inverse $U_a \to V_{a,i}$.
Now check the two compositions. If $e \in V_{a,i}$, then
\begin{align*}
\Psi_a(\Phi_a(e)) = \Psi_a(p(e),i) = (p|_{V_{a,i}})^{-1}(p(e)) = e.
\end{align*}
Conversely, if $(x,i) \in U_a \times F$, then $\Psi_a(x,i) \in V_{a,i}$ and $p(\Psi_a(x,i))=x$, so
\begin{align*}
\Phi_a(\Psi_a(x,i)) = (x,i).
\end{align*}
Thus $\Phi_a$ and $\Psi_a$ are inverse bijections.
It remains to justify smoothness. Since $F$ is discrete, the product $U_a \times F$ is a disjoint union of the components $U_a \times \{i\}$. On the component $U_a \times \{i\}$, the inverse map $\Psi_a$ is exactly the smooth map $(p|_{V_{a,i}})^{-1}: U_a \to V_{a,i}$. Similarly, on the open subset $V_{a,i} \subset p^{-1}(U_a)$, the map $\Phi_a$ is the smooth map $e \mapsto (p(e),i)$. Hence both maps are smooth on each component of a disjoint open decomposition, so $\Phi_a$ is a diffeomorphism.
Finally, the first coordinate of $\Phi_a(e)$ is $p(e)$:
\begin{align*}
\operatorname{pr}_1(\Phi_a(e)) = p(e).
\end{align*}
Therefore $\Phi_a$ is a valid fibre-bundle trivialization over $U_a$.[/guided]