We will use epsilon of the room technique. Fix $x,y\in X$. Let $\varepsilon>0$
be given. Then there is $a\in A$ such that
\begin{equation}
d\left(a,x\right) \le f\left(x\right)+\frac{\varepsilon}{2}.\tag{1}
\end{equation}
So
\begin{align*}
f\left(y\right)-f\left(x\right) & \le f\left(y\right)+\frac{\varepsilon}{2}-d\left(a,x\right)\\
& \le d\left(a,y\right)-d\left(a,x\right)+\frac{\varepsilon}{2}.
\end{align*}
The first inequality comes from (1) and the second inequality
comes from the definition of $f$.
Since
$$
\left|d\left(a,x\right)-d\left(a,y\right)\right|\le d\left(x,y\right),
$$
we see that
$$
f\left(y\right)-f\left(x\right)\le d\left(x,y\right)+\frac{\varepsilon}{2}.
$$
By similar principle, we have
$$
\left|f\left(y\right)-f\left(x\right)\right|\le d\left(x,y\right)+\frac{\varepsilon}{2}.
$$
Since $\varepsilon>0$ was arbitrary, we obtain the conclusion.