Products in Set are Cartesian products. Coproducts in Set are disjoint unions.
What is said about the category of sets concerning Cartesian products and disjoint unions must be stated and proved by you in general for categories that have binary products and binary coproducts respectively. Then concerning products and coproducts. It is not a matter of "using the associativity of the Cartesian product" as you suggest in the title of your question. It is a matter of stating and proving the more general analogue.
Let $\mathcal C$ denote a category that has binary products.
Multiplication can be interpreted as a bifunctor $F:\mathcal{C}\times\mathcal{C}\rightarrow\mathcal{C}$
prescribed by $\langle A,B\rangle\mapsto A\times B$ on objects and $\langle f,g\rangle\mapsto f\times g$ on morphisms.
Identifying the categories $\mathcal C\times (\mathcal C\times\mathcal C)$ and $(\mathcal C\times \mathcal C)\times\mathcal C$ both with $\mathcal C\times \mathcal C\times\mathcal C$ we have
the functors:
- $F\circ\left(1\times F\right):\mathcal{C}\times\mathcal{C}\times\mathcal{C}\rightarrow\mathcal{C}$ prescribed by $\langle A,B,C\rangle\mapsto A\times\left(B\times C\right)$ on objects and likewise on morphisms.
- $F\circ\left(F\times1\right):\mathcal{C}\times\mathcal{C}\times\mathcal{C}\rightarrow\mathcal{C}$ prescribed by $\langle A,B,C\rangle\mapsto\left(A\times B\right)\times C$ on objects and likewise on morphisms.
To be shown is the existence of a natural isomorphism: $$\eta:F\circ\left(1\times F\right)\stackrel{\bullet}{\rightarrow}F\circ\left(F\times1\right)$$
This for products.
For coproducts the same with $\times$ replaced by $\sqcup$.
edit:
Let $\pi_{A}:A\times B\times C\rightarrow A$, $\pi_{B}:A\times B\times C\rightarrow A$
and $\pi_{C}:A\times B\times C\rightarrow A$ denote the projections.
Let $\rho_{AB}:\left(A\times B\right)\times C\rightarrow A\times B$
and $\rho_{C}:\left(A\times B\right)\times C\rightarrow C$ denote
the projections.
Let $\tau_{A}:A\times B\rightarrow A$ and $\tau_{B}:A\times B\rightarrow B$
denote the projections.
Then we have the morphisms:
$\tau_{A}\circ\rho_{AB}:\left(A\times B\right)\times C\rightarrow A$,
$\tau_{B}\circ\rho_{AB}:\left(A\times B\right)\times C\rightarrow B$
and $\rho_{C}:\left(A\times B\right)\times C\rightarrow C$
implying
the existence of a unique $h:\left(A\times B\right)\times C\rightarrow A\times B\times C$
that satisfies: $\pi_{A}\circ h=\tau_{A}\circ\rho_{AB}$, $\pi_{B}\circ h=\tau_{B}\circ\rho_{AB}$
and $\pi_{B}\circ h=\rho_{C}$.
This $h$ can be shown to be invertible.
Also we can find $g:A\times\left(B\times C\right)\rightarrow A\times B\times C$
that satisfies sortlike conditions.
$g^{-1}\circ h:\left(A\times B\right)\times C\rightarrow A\times\left(B\times C\right)$
and $h^{-1}\circ g:A\times\left(B\times C\right)\rightarrow\left(A\times B\right)\times C$
are inverses of each other.
$g^{-1}\circ h$ is the natural isomorphism mentioned in the quote, but now in a general sense.