[guided]We first build the canonical barycentric map associated to the cover. Define
\begin{align*}
X:=\bigcup_{i\in I} C_i\subset \mathbb R^d.
\end{align*}
The point of the construction is to assign to each $x\in X$ barycentric coordinates indexed only by those cover elements that contain $x$.
For each $i\in I$, define a function
\begin{align*}
\rho_i:X&\to [0,1]
\end{align*}
as follows. If $X\setminus C_i=\varnothing$, set $\rho_i(x):=1$ for all $x\in X$. If $X\setminus C_i\neq\varnothing$, set
\begin{align*}
\rho_i(x):=\min\{1,\operatorname{dist}(x,X\setminus C_i)\},
\end{align*}
where the distance is taken in the Euclidean metric restricted to $X$.
The distance-to-a-set function is $1$-Lipschitz on a [metric space](/page/Metric%20Space), so $x\mapsto \operatorname{dist}(x,X\setminus C_i)$ is continuous on $X$. The map $t\mapsto \min\{1,t\}$ is continuous on $[0,\infty)$, and the constant function $1$ is continuous. Therefore each $\rho_i$ is continuous.
We now verify the support property carefully. If $x\in C_i$, then because $C_i$ is open in $X$, there exists $\varepsilon>0$ such that
\begin{align*}
\{y\in X: |y-x|<\varepsilon\}\subset C_i.
\end{align*}
Consequently no point of $X\setminus C_i$ lies within Euclidean distance $\varepsilon$ of $x$. If $X\setminus C_i\neq\varnothing$, this gives
\begin{align*}
\operatorname{dist}(x,X\setminus C_i)\geq \varepsilon,
\end{align*}
and hence $\rho_i(x)>0$. If $X\setminus C_i=\varnothing$, then $\rho_i(x)=1>0$. Conversely, if $\rho_i(x)>0$, then $x$ cannot belong to $X\setminus C_i$, since a point has distance zero from any set containing it. Thus $\rho_i(x)>0$ implies $x\in C_i$.
Define
\begin{align*}
\rho:X&\to (0,\infty)
\end{align*}
by
\begin{align*}
\rho(x):=\sum_{i\in I}\rho_i(x).
\end{align*}
The sum is finite because $I$ is finite. It is strictly positive because every $x\in X$ lies in at least one member $C_i$ of the cover, and for such an index the preceding paragraph gives $\rho_i(x)>0$.
For each $i\in I$, define
\begin{align*}
\varphi_i:X&\to [0,1]
\end{align*}
by
\begin{align*}
\varphi_i(x):=\frac{\rho_i(x)}{\rho(x)}.
\end{align*}
The denominator is positive everywhere, so this quotient is well-defined and continuous. Since $\rho$ is the sum of the $\rho_i$, we have
\begin{align*}
\sum_{i\in I}\varphi_i(x)=1
\end{align*}
for every $x\in X$. Also, $\varphi_i(x)>0$ is equivalent to $\rho_i(x)>0$, and hence implies $x\in C_i$.
Let $e_i$ denote the vertex indexed by $i$ in the standard simplex on $I$. Define
\begin{align*}
F:X&\to |\mathcal N(\mathcal F)|
\end{align*}
by
\begin{align*}
F(x):=\sum_{i\in I}\varphi_i(x)e_i.
\end{align*}
To check that this lands in the nerve, define
\begin{align*}
S(x):=\{i\in I:\varphi_i(x)>0\}.
\end{align*}
For every $i\in S(x)$, the support property gives $x\in C_i$. Hence
\begin{align*}
x\in \bigcap_{i\in S(x)}C_i.
\end{align*}
This intersection is nonempty, so $S(x)$ is a simplex of $\mathcal N(\mathcal F)$. Therefore the barycentric point $F(x)$ lies in the geometric simplex indexed by $S(x)$, and $F:X\to |\mathcal N(\mathcal F)|$ is well-defined and continuous.[/guided]