By the suspension axiom \(E^{n+1}(\Sigma Y) \cong E^n(Y)\) together with \([Y, X_n]_* \cong E^n(Y)\text{,}\) we have
\begin{equation*}
[\Sigma Y, X_{n+1}]_* \;\cong\; [Y, X_n]_*.
\end{equation*}
The suspension–loop adjunction \([\Sigma Y, Z]_* \cong [Y, \Omega Z]_*\) gives
\begin{equation*}
[Y, \Omega X_{n+1}]_* \;\cong\; [Y, X_n]_* \quad \text{for every } Y.
\end{equation*}
Choose the direction of this natural isomorphism from \([Y,X_n]_*\) to \([Y,\Omega X_{n+1}]_*\text{.}\) By Yoneda it is induced by a based map
\begin{equation*}
\epsilon_n\colon X_n\longrightarrow\Omega X_{n+1},
\end{equation*}
obtained by applying the isomorphism to \([\mathrm{id}_{X_n}]\text{.}\) Here \(Y\) ranges over based CW complexes. To justify the conclusion about spaces, choose a CW approximation \(Z\to\Omega X_{n+1}\text{.}\) It induces bijections on based homotopy classes of maps from CW complexes. Thus \(Z\) and \(X_n\) represent the same functor, so Yoneda gives a homotopy equivalence \(X_n\simeq Z\text{.}\) Consequently \(\epsilon_n\) is a weak equivalence. Its adjoint \(\Sigma X_n\to X_{n+1}\) is the required structure map.