[step:Check smoothness in local coordinates]
Define the smooth map
\begin{align*}
F:G\times G\to G,\qquad (g,h)\mapsto ghg^{-1}.
\end{align*}
We show that
\begin{align*}
G\to \operatorname{End}(\mathfrak g),\qquad g\mapsto d(F(g,\cdot))_e,
\end{align*}
is smooth. Let $g_0\in G$. Choose a chart $(U,\varphi)$ of $G$ around $e$ with $\varphi(e)=0$, and choose a chart $(P,\psi)$ of $G$ around $g_0$. After replacing $P$ by a smaller open neighbourhood of $g_0$ and $U$ by a smaller open neighbourhood of $e$, assume
\begin{align*}
F(P\times U)\subset U.
\end{align*}
Define the coordinate representative
\begin{align*}
\widetilde F:\psi(P)\times \varphi(U)\to \varphi(U),\qquad (a,y)\mapsto \varphi(F(\psi^{-1}(a),\varphi^{-1}(y))).
\end{align*}
This map is smooth. Since $F(g,e)=e$ for all $g\in G$, we have
\begin{align*}
\widetilde F(a,0)=0
\end{align*}
for all $a\in \psi(P)$. Under the linear identification $\mathfrak g=T_eG\cong \mathbb R^n$ induced by $d\varphi_e$, the linear map $\operatorname{Ad}_{\psi^{-1}(a)}$ is represented by the Jacobian matrix of the partial map $y\mapsto \widetilde F(a,y)$ at $0$. Its entries are
\begin{align*}
\frac{\partial \widetilde F_i}{\partial y_j}(a,0),
\end{align*}
where $\widetilde F_i$ denotes the $i$-th coordinate function of $\widetilde F$. These entries are smooth functions of $a$, because $\widetilde F$ is smooth. Therefore $g\mapsto \operatorname{Ad}_g$ is smooth as a map from $G$ to $\operatorname{End}(\mathfrak g)$ near $g_0$. Since $g_0$ was arbitrary, it is smooth on all of $G$.
The space $GL(\mathfrak g)$ is the open subset of $\operatorname{End}(\mathfrak g)$ consisting of invertible linear maps. Since the preceding step proved that $\operatorname{Ad}_g\in GL(\mathfrak g)$ for every $g\in G$, the same map is smooth as a map
\begin{align*}
\operatorname{Ad}:G\to GL(\mathfrak g).
\end{align*}
[/step]