Identify $S^2 \cong \mathbb{C}P^1$. Then act on $S^2 \times \ldots \times S^2$ by $S_n$. The quotient space is $\mathbb{C}P^n$ and the projection map is the branched cover in question. In my case n=2 and the diagonal sphere is the the fixed set under the involution of $S_2$, so it is the branching locus.