The structure of the proof is as follows: we define a poset as follows:
The elements of the poset $Z$ are families $G$ of subsets of $X$, that contain $F$ (the fixed $F$ we start out with, and which has the FIP), so we have $F \subseteq G$ for all $G \in Z$, and such that $G$ has the FIP. Also, $Z$ is ordered by inclusion, i.e. $G_1 \le G_2$ iff $G_1 \subseteq G_2$. By the usual properties of inclusion this obeys the poset axioms, and $Z$ is non-empty because $F$ is in it.
The claim is: $Z$ has a maximal element, so a $G \in Z$ such that there does not exist a $G' \neq G, G' \in Z$ such that $G \le G'$. To do this we use Zorn's lemma: if a poset $Z$ obeys the condition that for every linearly ordered subset $Y$ of $Z$, there exists some $G \in Z$ such that, for all $H \in Y$ we have $H \le G$, then $Z$ has a maximal element.
So we need to check that if we take some linearly ordered subset $Y$ of $Z$, then it has an upper bound in $Z$. The claim in the proof is that for such $Y$ we can always take $G = \cup_{y \in Y} y$. This would be an upper bound for $Y$, because $Y \subseteq G$: every $y \in Y$ is a subset of the union $G$, which is the union of all $y \in Y$. Note the level of abstraction: $y$ is a family of subsets of $X$ (as all members of $Z$ are) and $Y$ is thus a collection/set of those. But we need to see $G$ is in $Z$ itself.
For that we check two conditions: $F \subseteq G$ (the same fixed $F$), but this is clear, as any $y$ in $Y$ (being a member of $G$) contains $F$ and so the union does too.
Next we have to show that $G$ has the FIP as well, knowing again that all member families of $Y$ do. So pick $S_1,\ldots,S_n$ all in $G = \cup_{y \in Y} y$. This means that there are $y_1,\ldots,y_n \in Y$ such that $S_i \in y_i$ for all $i=1,\ldots,n$. But for any two $y_i,y_j$ from $Y$ we know that either $y_i \le y_j$ or $y_j \le y_i$, by being linearly ordered, and in fact we know that a finite subset of a linearly ordered set has a maximum. So assume that $y_{i_0}$ is that maximum, so $y_1,\ldots,y_n \le y_{i_0}$, which just means that $y_1,\ldots,y_n \subseteq y_{i_0}$ (these are all families of sets, keep that in mind). This means that in fact the all $S_i$ all lie in $y_{i_0}$, and as the latter set, being a member of $Z$!, has the FIP, we know that $\cap_{i=1}^n S_i \neq \emptyset$, as required. So $G$ has the FIP.
Now we know that by definition, $G \in Z$ and we already saw that if it is, it is an upper bound. So Zorn's lemma can be applied, as $Y$ was arbitrary.
So the FIP is needed to show $G$ is even a contender for being an upper bound: it has to lie in $Z$ first (and $Z$ is not closed under unions in general, but it happens to be for linearly ordered subsets).