Let \(X\) be a fixed topological space. We prove that the category \(\mathbf{Sh}(X)\) of sheaves of sets on \(X\) is equivalent to the category \(\mathbf{Et}/X\) of étale spaces over \(X\) (objects are local homeomorphisms \(p:E\to X\), morphisms are continuous maps over \(X\)). The equivalence is given by two functors that are quasi-inverse to each other:
We will define both functors carefully, show they are well defined and functorial, then construct natural isomorphisms
$$ \eta: \operatorname{id}_{\mathbf{Sh}(X)} \overset{\simeq}{\Longrightarrow} \Gamma\circ\mathcal{E} \qquad\text{and}\qquad \varepsilon: \mathcal{E}\circ\Gamma \overset{\simeq}{\Longrightarrow} \operatorname{id}_{\mathbf{Et}/X}, $$which prove the equivalence.
\(\mathbf{Sh}(X)\): Objects are sheaves of sets \(\mathcal F\) on \(X\). Morphisms are natural transformations of sheaves (i.e. morphisms of presheaves respecting the sheaf axioms).
\(\mathbf{Et}/X\): Objects are pairs \((E,p)\) where \(E\) is a topological space and \(p:E\to X\) is a local homeomorphism (equivalently, every \(e\in E\) has an open neighborhood \(U\subset E\) such that \(p|_U:U\to p(U)\) is a homeomorphism onto an open subset of \(X\)). Morphisms \((E,p)\to (E',p')\) are continuous maps \(f:E\to E'\) with \(p'=p\circ f\) (i.e. maps over \(X\)).
Let \((E,p)\in\mathbf{Et}/X\). For each open \(U\subset X\) define
$$ \Gamma(E,p)(U) := \{ s:U\to E \mid s\text{ is continuous and }p\circ s=\operatorname{id}_U \}. $$For \(V\subset U\) the restriction \(\Gamma(E,p)(U)\to\Gamma(E,p)(V)\) is just function restriction. We must check this presheaf is a sheaf:
Hence \(\Gamma(E,p)\) is a sheaf.
If \(f:(E,p)\to (E',p')\) is a morphism in \(\mathbf{Et}/X\) (so \(p'=p\circ f\)), then for each open \(U\subset X\) define
$$ \Gamma(f)_U : \Gamma(E,p)(U)\to\Gamma(E',p')(U),\qquad s\mapsto f\circ s. $$These commute with restrictions and give a natural transformation of sheaves. Thus \(\Gamma\) is a functor.
Let \(\mathcal F\) be a sheaf on \(X\). For each \(x\in X\) let
$$ \mathcal F_x := \varinjlim_{x\in U} \mathcal F(U) $$be the stalk at \(x\) (germs of sections near \(x\)). Define the underlying set of the étalé space by the disjoint union of stalks:
$$ \mathcal E(\mathcal F) := \bigsqcup_{x\in X} \mathcal F_x. $$Define the projection map \(\pi:\mathcal E(\mathcal F)\to X\) by \(\pi([s]_x)=x\) where \([s]_x\) denotes the germ at \(x\) of a section \(s\) defined on some neighborhood of \(x\).
We now put a topology on \(\mathcal E(\mathcal F)\) by giving a basis. For any open \(U\subset X\) and any section \(s\in\mathcal F(U)\), define the basic open (often called the image of the section \(s\)) as
$$ \widetilde{s} := \{ [s]_x \in \bigsqcup_{x\in U} \mathcal F_x \mid x\in U \}. $$Declare the family of all such \(\widetilde{s}\) (for all open \(U\) and \(s\in\mathcal F(U)\)) to be a basis for a topology on \(\mathcal E(\mathcal F)\). Equivalently, a set is open iff it is a union of such \(\widetilde{s}\).
If \(\varphi:\mathcal F\to\mathcal G\) is a morphism of sheaves, for each \(x\in X\) we get a map on stalks \(\varphi_x:\mathcal F_x\to\mathcal G_x\) (induced by the direct limit). These assemble into a map of sets
$$ \mathcal E(\varphi):\mathcal E(\mathcal F)\to\mathcal E(\mathcal G),\qquad [s]_x \mapsto [\varphi_U(s)]_x $$for any representative \(s\in\mathcal F(U)\) of the germ. This is well-defined, continuous, and satisfies \(\pi_{\mathcal G}\circ\mathcal E(\varphi)=\pi_{\mathcal F}\). Continuity follows because the image of a basic open \(\widetilde{s}\subset\mathcal E(\mathcal F)\) is the basic open \(\widetilde{\varphi_U(s)}\subset\mathcal E(\mathcal G)\).
Thus \(\mathcal E\) is a functor \(\mathbf{Sh}(X)\to\mathbf{Et}/X\).
Let \(\mathcal F\) be a sheaf. We produce a morphism of sheaves
$$ \eta_{\mathcal F}: \mathcal F \longrightarrow \Gamma(\mathcal E(\mathcal F)) $$(i.e. for each open \(U\) a map \(\eta_{\mathcal F}(U):\mathcal F(U)\to\Gamma(\mathcal E(\mathcal F))(U)\)) as follows:
For \(s\in\mathcal F(U)\) define \(\eta_{\mathcal F}(U)(s):U\to\mathcal E(\mathcal F)\) by
$$ \eta_{\mathcal F}(U)(s)(x) := [s]_x \in \mathcal F_x. $$This is well defined, the map \(x\mapsto [s]_x\) is continuous (because for each \(x\) there is a neighborhood \(V\) where \(s\) is represented and \(\eta_{\mathcal F}(U)(s)\) maps \(V\) homeomorphically onto the basic open \(\widetilde{ s|_V}\)). Also \(\pi\circ \eta_{\mathcal F}(U)(s)=\operatorname{id}_U\), so this is a section of \(\pi\). The assignments \(\eta_{\mathcal F}(U)\) commute with restriction, so \(\eta_{\mathcal F}\) is a morphism of sheaves.
We claim each \(\eta_{\mathcal F}\) is an isomorphism of sheaves.
Suppose \(s,t\in\mathcal F(U)\) and \(\eta_{\mathcal F}(U)(s) = \eta_{\mathcal F}(U)(t)\) as sections \(U\to\mathcal E(\mathcal F)\). Then for every \(x\in U\) we have \([s]_x=[t]_x\) in the stalk \(\mathcal F_x\). Thus for every \(x\) there exists a neighborhood \(V_x\) of \(x\) with \(s|_{V_x}=t|_{V_x}\). The family \((V_x)\) covers \(U\), and by the sheaf identity axiom, \(s=t\) on \(U\). So \(\eta_{\mathcal F}(U)\) is injective.
Let \(\sigma\in\Gamma(\mathcal E(\mathcal F))(U)\) be a continuous section \(\sigma:U\to\mathcal E(\mathcal F)\) with \(\pi\circ\sigma=\operatorname{id}_U\). For each point \(x\in U\) the value \(\sigma(x)\) is a germ \([s_x]_x\) for some representative \(s_x\) defined on a neighborhood \(V_x\ni x\). By continuity of \(\sigma\), for each \(x\) there exists a neighborhood \(W_x\subset V_x\) such that \(\sigma(W_x)\subset\widetilde{s_x}\) (because the \(\widetilde{s_x}\) form a basis). On \(W_x\) we then have \(\sigma(y)=[s_x]_y\) for all \(y\in W_x\), so \(\sigma|_{W_x}\) is exactly the section associated to \(s_x|_{W_x}\). The \(W_x\) cover \(U\). On overlaps \(W_x\cap W_y\) the sections \(s_x|_{W_x\cap W_y}\) and \(s_y|_{W_x\cap W_y}\) have the same germs at every point, hence are equal there; by the sheaf gluing axiom they glue to a global section \(s\in\mathcal F(U)\). By construction \(\eta_{\mathcal F}(U)(s)=\sigma\). Thus \(\eta_{\mathcal F}(U)\) is surjective.
So \(\eta_{\mathcal F}\) is an isomorphism of sheaves. Naturalness in \(\mathcal F\) is immediate from the definitions: for any morphism \(\varphi:\mathcal F\to\mathcal G\) the square
$$ \begin{CD} \mathcal F @>{\eta_{\mathcal F}}>> \Gamma(\mathcal E(\mathcal F))\\ @V{\varphi}VV @VV{\Gamma(\mathcal E(\varphi))}V\\ \mathcal G @>{\eta_{\mathcal G}}>> \Gamma(\mathcal E(\mathcal G)) \end{CD} $$commutes because both ways send a section \(s\) to the section \(x\mapsto [\varphi(s)]_x\). Thus \(\eta:\operatorname{id}\Rightarrow\Gamma\circ\mathcal E\) is a natural isomorphism.
Let \((E,p)\) be an étale space over \(X\). Form the sheaf \(\Gamma(E,p)\) of sections and then the étalé space \(\mathcal E(\Gamma(E,p))\), whose points are germs \([s]_x\) of local continuous sections \(s\) of \(p\). Define
$$ \varepsilon_{(E,p)} : \mathcal E(\Gamma(E,p)) \longrightarrow E $$on germs by
$$ \varepsilon_{(E,p)}\big([s]_x\big) := s(x)\in E. $$We check this is well-defined, continuous, a bijection, and a homeomorphism over \(X\).
If \([s]_x=[t]_x\) as germs, there exists a neighborhood \(V\ni x\) with \(s|_V=t|_V\). Evaluating at \(x\) gives \(s(x)=t(x)\), so the map is well-defined.
Clearly \(p(\varepsilon_{(E,p)}([s]_x)) = p(s(x)) = x = \pi([s]_x)\) where \(\pi:\mathcal E(\Gamma(E,p))\to X\) is the projection. So \(\varepsilon_{(E,p)}\) is a map over \(X\).
Let \(\widetilde{s}\subset\mathcal E(\Gamma(E,p))\) be a basic open (coming from a section \(s\) defined on \(U\)). Then \(\varepsilon_{(E,p)}(\widetilde{s}) = s(U)\), the image of \(s\) in \(E\). But \(s:U\to E\) is continuous, and \(\widetilde{s}\) is homeomorphic via \(\pi\) to \(U\). Concretely, \(\varepsilon_{(E,p)}\) restricted to \(\widetilde{s}\) equals \(s\circ (\pi|_{\widetilde{s}})^{-1}\), which is continuous. Thus \(\varepsilon_{(E,p)}\) is continuous (it is continuous on each basis open, hence continuous).
Thus \(\varepsilon_{(E,p)}\) is a bijection.
We have shown \(\varepsilon_{(E,p)}\) is continuous and bijective. To see it is a homeomorphism, it suffices to show it is open (or equivalently its inverse is continuous). Let \(W\subset\mathcal E(\Gamma(E,p))\) be a basic open \(\widetilde{s}\) for a local section \(s:U\to E\). Then \(\varepsilon_{(E,p)}(\widetilde{s})=s(U)\), which is open in \(E\) because \(s\) is a local inverse of \(p\) on \(U\) (indeed, \(s\) is continuous but need not be an embedding globally; however \(s(U)\) is open because \(p|_{s(U)}\) is a homeomorphism onto \(U\)). More directly: since \(p|_{s(U)}\) is the inverse of the continuous map \(s\), \(s(U)\) is homeomorphic to \(U\), hence open in \(E\) (because \(E\) admits a basis consisting of images of local sections). Therefore \(\varepsilon_{(E,p)}\) maps basis opens to open sets; hence it is an open map. Therefore \(\varepsilon_{(E,p)}\) is a homeomorphism.
Thus \(\varepsilon_{(E,p)}\) is an isomorphism in \(\mathbf{Et}/X\).
Given a morphism \(f:(E,p)\to (E',p')\) of étale spaces (i.e. a map over \(X\)), there is an induced map \(\Gamma(f)\) on sheaves of sections and therefore \(\mathcal E(\Gamma(f))\) on the étalé constructions. One checks directly that the square
$$ \begin{CD} \mathcal E(\Gamma(E,p)) @>{\varepsilon_{(E,p)}}>> E\\ @V{\mathcal E(\Gamma(f))}VV @VV{f}V\\ \mathcal E(\Gamma(E',p')) @>{\varepsilon_{(E',p')}}>> E' \end{CD} $$commutes: both compositions send the germ \([s]_x\) to \(f(s(x))\). So \(\varepsilon\) is a natural transformation and each component is an isomorphism.
We have constructed two functors \(\Gamma:\mathbf{Et}/X\to\mathbf{Sh}(X)\) and \(\mathcal E:\mathbf{Sh}(X)\to\mathbf{Et}/X\), and natural isomorphisms
$$ \eta:\operatorname{id}_{\mathbf{Sh}(X)}\overset{\simeq}{\Longrightarrow}\Gamma\circ\mathcal E,\qquad \varepsilon:\mathcal E\circ\Gamma\overset{\simeq}{\Longrightarrow}\operatorname{id}_{\mathbf{Et}/X}. $$Therefore \(\Gamma\) and \(\mathcal E\) are quasi-inverse equivalences of categories; equivalently,
$$ \mathbf{Sh}(X) \simeq \mathbf{Et}/X. $$