Remember what it means to be a covering space. We say $X$ is covered by $\tilde{X}$ exactly when there's a continuous surjection $p : \tilde{X} \to X$ with the following ~bonus property~ (often called the covering condition):
Every point $\tilde{x} \in \tilde{X}$ has a neighborhood $U$ so that $p \restriction U$ is a homeomorphism.
That is, we want a continuous surjection which is locally a homeomorphism.
But now let's look at the infinite chain of spheres. This is a quotient space of $\bigsqcup_\mathbb{Z} S^2$ where we identify the south pole of $S^2_k$ with the north pole of $S^2_{k+1}$ for each $k \in \mathbb Z$. This space will be our $\tilde{X}$.
As for our $X$, it's almost the same thing. We have $\bigsqcup_{\mathbb{Z}/n} S^2$ where we do the same identification (which is now made "mod $n$", so we glue the end of the last sphere to the start of the first).
It should be clear from this description what a good choice of $p$ should be. Let's just send the $k$th sphere in $\tilde{X}$ to the $k \pmod{n}$th sphere in $X$. I'll leave it to you to check that
- this is surjective (almost too easy to mention)
- this is continuous (easy enough, if you remember how to glue together functions defined on closed subsets)
- every point $\tilde{x} \in \tilde{X}$ has a neighborhood homeomorphic to a neighborhood of $p \tilde{x}$ in the image (there are two cases: If $\tilde{x}$ is a random point, this shouldn't be hard. If $\tilde{x}$ is one of the points that we're gluing stuff too, we have to check that $p \tilde{x}$ is also a point that got glued in a similar way. But of course, this will be true)
I hope this helps ^_^