[guided]The local connection form is defined by pulling the global connection form back along a local section. Here the section is
\begin{align*}
s:\mathbb{C}\to S^3,\qquad w\mapsto \frac{(w,1)}{(1+|w|^2)^{1/2}}.
\end{align*}
Introduce
\begin{align*}
\rho:\mathbb{C}\to(0,\infty),\qquad w\mapsto 1+|w|^2.
\end{align*}
Then $s(w)=\rho(w)^{-1/2}(w,1)$. The two coordinate functions of $s$ are
\begin{align*}
s_1:\mathbb{C}\to\mathbb{C},\qquad w\mapsto \rho(w)^{-1/2}w
\end{align*}
and
\begin{align*}
s_2:\mathbb{C}\to\mathbb{C},\qquad w\mapsto \rho(w)^{-1/2}.
\end{align*}
Since $\omega=\bar z_1\,dz_1+\bar z_2\,dz_2$, pulling back by $s$ gives
\begin{align*}
A=s^*\omega=\overline{s_1}\,ds_1+\overline{s_2}\,ds_2.
\end{align*}
Now compute each term. Because $\rho$ is real-valued, complex conjugation gives $\overline{s_1}=\rho^{-1/2}\bar w$ and $\overline{s_2}=\rho^{-1/2}$. By the product rule,
\begin{align*}
ds_1=d(\rho^{-1/2}w)=\rho^{-1/2}\,dw+w\,d(\rho^{-1/2})
\end{align*}
and
\begin{align*}
ds_2=d(\rho^{-1/2}).
\end{align*}
Substituting these into $A$ gives
\begin{align*}
A=\rho^{-1}\bar w\,dw+\rho^{-1/2}\bar w w\,d(\rho^{-1/2})+\rho^{-1/2}\,d(\rho^{-1/2}).
\end{align*}
The last two terms combine because $\bar w w+1=|w|^2+1=\rho$, so
\begin{align*}
A=\rho^{-1}\bar w\,dw+\rho^{1/2}\,d(\rho^{-1/2}).
\end{align*}
The remaining term is the contribution from differentiating the normalization factor. Since the real function $t\mapsto t^{-1/2}$ has derivative $-\frac12 t^{-3/2}$, the chain rule gives
\begin{align*}
d(\rho^{-1/2})=-\frac{1}{2}\rho^{-3/2}\,d\rho.
\end{align*}
Also,
\begin{align*}
d\rho=d(1+w\bar w)=\bar w\,dw+w\,d\bar w.
\end{align*}
Therefore
\begin{align*}
\rho^{1/2}\,d(\rho^{-1/2})=-\frac{1}{2}\rho^{-1}(\bar w\,dw+w\,d\bar w).
\end{align*}
Putting this back into the formula for $A$ yields
\begin{align*}
A=\rho^{-1}\bar w\,dw-\frac{1}{2}\rho^{-1}(\bar w\,dw+w\,d\bar w)=\frac{1}{2}\rho^{-1}(\bar w\,dw-w\,d\bar w).
\end{align*}
Replacing $\rho$ by $1+|w|^2$ gives the desired local connection form:
\begin{align*}
A=\frac{1}{2}\frac{\bar w\,dw-w\,d\bar w}{1+|w|^2}.
\end{align*}[/guided]