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Here's a sketch of the proof why realizations of simplicial sets are CW complexes. Roughly speaking, a CW complex is a space built by one-by-one gluing in new simplices along their boundaries. If $X_\bullet$ is a simplicial set, then $|X_\bullet|$ is built by gluing together the spaces $X_n\times\Delta^n$, where you give $X_n$ the discrete topology. But ...

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