This is the second part of the proof (the first part is Rushy's answer).
We need to show that if $(L', f_I:L'\to D(I))_{I\in\mathbf{I}}$ is another cone, then there exists a unique arrow $\alpha: L'\to L$ such that $p_J\circ\alpha=f_J$ for all $J\in\mathbf I$.
So let $(L', f_I:L'\to D(I))_{I\in\mathbf{I}}$ be a cone. By the universal property of the product, there exists a unique arrow $f: L'\to \prod_{I\in\mathbf I} D(I)$ such that $pr_J\circ f=f_I$. (In other words, the $I$th component of $f$ is $f_I$.)
Note that $s\circ f=t\circ f$. Indeed,
$$s\circ f=t\circ f \\ \iff \pi_u\circ s\circ f=\pi_u\circ t \circ f \text{ (see Rushy's comment under the answer)}\\ \iff s_u\circ f=t_u\circ f \text{ (definition of the }u\text{th component of $s$ and $t$)} \\ \iff Du\circ pr_J\circ f =pr_K\circ f \text{ (definitions of $t_u$ and $s_u$)} \\ \iff Du\circ f_J=f_K \text{ (by the above)}$$
The equality in the last row holds because $(L', f_I:L'\to D(I))_{I\in\mathbf{I}}$ is a cone. Thus $s\circ f=t\circ f$.
Since $(L,p:L\to \prod_{I\in\mathbf I} D(I))$ is an equalizer of $s$ and $t$, there is a unique $\alpha: L'\to L$ such that $p\circ\alpha=f$. Again, by the answer in the comments, this is equivalent to $pr_J \circ p\circ \alpha=pr_J\circ f$. Since $pr_J\circ \alpha=p_J$ and $pr_J\circ f=f_J$, we can rewrite that as $p_J\circ \alpha=f_J$. That's what we needed to prove.