I am learning category theory and trying to prove the contravariant Yoneda lemma:
Let $\mathcal C$ be a locally small category and $F:\mathcal C\to\mathsf{Set}$ be a contravariant functor. Fix an object $c\in\mathcal C_0$. Then the function $$ \Phi:\operatorname{Nat}\left(\operatorname{Hom}_\mathcal C(-,c),F\right)\to F(c),\qquad \Phi(\alpha)=\alpha_c(\mathrm{id}_{c}) $$ is a bijection.
I want to prove it using the covariant Yoneda lemma and duality, but I am a little confused. This stackexchange question partially explains the answer, but I think it is sketchy and it does not explain how the natural transformations between contravariant functors correspond to the usual natural transformations. This is exactly what I am confused by.
Can somebody give a fully rigorous proof of this fact? Thank you!