Help proving Zorn's Lemma

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I'm reading Naive Set Theory by Paul Halmos. On the chapter on Zorn's Lemma there's a proof of it. I don't understand how the Union of the chain C in the set of chains X', is also an element of X', since wouldn't we then be taking the union of the elements in C itself, which may not be sets or natural numbers in the first place, moreover it belongs to a different set 'hierarchy anyway'.