[proofplan]
We use the definitions directly. If $A$ is bounded, then all points of $A$ lie within a fixed finite distance of one center, so the metric triangle inequality gives a uniform bound on every pairwise distance in $A$. Conversely, if the pairwise distances in $A$ have finite supremum, then choosing one point $a_0\in A$ gives a finite-radius ball centered at $a_0$ containing all of $A$.
[/proofplan]
[step:Bound every pairwise distance from a common finite-radius center]
Assume that $A$ is bounded. By definition, there exist a point $x_0\in X$ and a real number $R\ge 0$ such that
\begin{align*}
d(a,x_0)\le R
\end{align*}
for every $a\in A$.
Define the set of pairwise distances
\begin{align*}
S:=\{d(a,b):a,b\in A\}\subset [0,\infty).
\end{align*}
Let $a,b\in A$. Since $d$ is a metric, the triangle inequality gives
\begin{align*}
d(a,b)\le d(a,x_0)+d(x_0,b).
\end{align*}
Because $d$ is symmetric and $a,b\in A$, we have
\begin{align*}
d(a,x_0)+d(x_0,b)=d(a,x_0)+d(b,x_0)\le R+R=2R.
\end{align*}
Thus every element of $S$ is at most $2R$, so $S$ is bounded above. Since
\begin{align*}
\operatorname{diam}(A):=\sup S,
\end{align*}
we obtain
\begin{align*}
\operatorname{diam}(A)\le 2R<\infty.
\end{align*}
[/step]
[step:Use finite diameter and nonemptiness to choose a center inside $A$]
Assume that
\begin{align*}
\operatorname{diam}(A)<\infty.
\end{align*}
Because $A$ is nonempty, choose a point $a_0\in A$. Define
\begin{align*}
D:=\operatorname{diam}(A).
\end{align*}
Then $D<\infty$. For every $a\in A$, the distance $d(a,a_0)$ belongs to the set
\begin{align*}
\{d(u,v):u,v\in A\},
\end{align*}
because $a\in A$ and $a_0\in A$. Hence, by the defining property of the supremum,
\begin{align*}
d(a,a_0)\le D.
\end{align*}
Therefore every point of $A$ lies within finite distance $D$ of the point $a_0$, so $A$ is bounded.
[guided]
Assume that
\begin{align*}
\operatorname{diam}(A)<\infty.
\end{align*}
The definition of boundedness asks for one center and one finite radius controlling all points of $A$. The finite diameter controls distances between pairs of points of $A$, so we need one fixed point of $A$ to serve as the center. This is exactly where the nonempty hypothesis is used: since $A\ne\varnothing$, choose a point $a_0\in A$.
Define
\begin{align*}
D:=\operatorname{diam}(A).
\end{align*}
By assumption, $D<\infty$. The diameter is the supremum of all pairwise distances in $A$, namely
\begin{align*}
D=\sup\{d(u,v):u,v\in A\}.
\end{align*}
Now let $a\in A$ be arbitrary. Since both $a$ and $a_0$ belong to $A$, the number $d(a,a_0)$ is one of the pairwise distances used in the supremum defining $D$. Therefore the defining property of a supremum gives
\begin{align*}
d(a,a_0)\le D.
\end{align*}
Because this holds for every $a\in A$ and $D$ is finite, all points of $A$ lie in the finite-radius closed ball centered at $a_0$. Hence $A$ is bounded.
[/guided]
[/step]
[step:Combine the two implications]
The first step proves that boundedness of $A$ implies $\operatorname{diam}(A)<\infty$. The second step proves that $\operatorname{diam}(A)<\infty$ implies boundedness of $A$. Therefore $A$ is bounded if and only if
\begin{align*}
\operatorname{diam}(A)<\infty.
\end{align*}
[/step]