A map is given explicitly by composing the diagonal map $x \rightarrow (x,x)$ with quotienting by a point. Let $\alpha_1 \in H^n(S^n \vee S^n)$ send the generator of the homology of the the "first" sphere $\sigma_1$ to $1$ and $\alpha_2$ send the generator of the second sphere $\sigma_2$ to $1$. Under the diagonal map the generator of $H_n(S^n)$ gets sent to the sum of generators $\sigma_1+\sigma_2$ so that the pull back of $\alpha_1+\alpha_2$ on the generator of $H_n(S^n)$ gives $f^*(\alpha_1+\alpha_2)(\sigma)=(\alpha_1+\alpha_2)(\sigma_1+\sigma_2)=\alpha_1(\sigma_1)+\alpha_2(\sigma_2)$.