Assume that $A\subseteq\mathbb{R}^n$ is compact and that $\mathbf{f}:A\to\mathbb{R}^m$ is continuous and injective. Let $B=\mathbf{f}(A)\subseteq\mathbb{R}^m$ and show that $\mathbf{f}^{-1}(B)\rightarrow A$ is continuous.
I want to use the sequential definition of continuity.
Let $\mathbf{y} \in B$ and $(\mathbf{y}_n) \rightarrow \mathbf{y}$ with $\mathbf{y}_n \in B$ for each $n\in \mathbb{N}$.
Then since $B=\mathbf{f}(A)$, there are $\mathbf{x} , \mathbf{x}_n \in A$ such that $\mathbf{f}(\mathbf{x}) =\mathbf{y}$ and $\mathbf{f}(\mathbf{x}_n) = \mathbf{y}_n$ for each $n$.
Since $A$ is compact, it is closed and bounded. So $(\mathbf{x}_n)$ is bounded. We show that $(\mathbf{x}_n)$ converges.
It's enough to show that any convergent subsequence of $(\mathbf{x}_n)$ converges to the same point in $\mathbb{R}^n$. So let $(\mathbf{x}_{n_k})$ be a convergent subsequence that converges to $\mathbf{a}$. Since $A$ is closed, $\mathbf{a} \in A$. By continuity, $\mathbf{f}(\mathbf{x}_{n_k})\rightarrow \mathbf{f}(\mathbf{a})$. Therefore, $(\mathbf{y}_{n_k})\rightarrow \mathbf{f}(\mathbf{a})$. But since $(\mathbf{y}_{n_k})$ is a subsequence of $(\mathbf{y}_n)$, we get that $\mathbf{y} =\mathbf{f}(\mathbf{a})$. Thus, $\mathbf{f}^{-1}(\mathbf{y})=\mathbf{a} =\lim_{k\to \infty} \mathbf{x}_{n_k}$. And every convergent subsequence of $ (\mathbf{x}_{n})$ converges to $\mathbf{f}^{-1}(\mathbf{y}):=\mathbf{a}$, so that $(\mathbf{x}_n)\rightarrow \mathbf{a}$.
EDITED QUESTION: Does this proof work? I'm a bit concerned that I haven't used the fact that $\mathbf{f}({A})$ is a compact set. Overall, I'm not sure if I made a mistake somewhere.