First of all, we have to find a homomorphism of the form
$$\varphi:\mathrm{Sl}(2,\mathbb{C})\to\mathrm{O}(1,3),$$
which is what you are asking for, if I understand correctly. For this, we first of all define the set of all hermitian $2\times 2$ matrices by
$$\mathbb{H}:=\{M\in\mathbb{C}^{2\times 2}\mid M=M^{\dagger}\}.$$
This space is isomorphic to the Minkowski space $\mathbb{R}^{1,3}$ via the map
$$\mathbb{R}^{1,3}\to\mathbb{H},(t,x,y,z)\mapsto\begin{pmatrix}t+z&x-iy\\ x+iy&t-z\end{pmatrix}.$$
Using this, we define a map
$$\varphi:\mathrm{SL}(2,\mathbb{C})\to \mathbb{H}^{\mathbb{H}},X \mapsto (M\mapsto XMX^{\dagger}),$$
where $\mathbb{H}^{\mathbb{H}}$ denotes the set of all maps from $\mathbb{H}$ to $\mathbb{H}$. Now, observe that this map preserves the determinant, i.e.
$$\mathrm{det}(XMX^{\dagger})=\mathrm{det}(X)\mathrm{det}(M)\mathrm{det}(X^{\dagger})=\mathrm{det}(M).$$
But now, using the map $\mathbb{R}^{1,3}\to\mathbb{H}$ desribed above, you see that $\mathrm{det}$ in $\mathbb{H}$ is one and the same as the norm squared in $\mathbb{R}^{1,3}$, i.e.
$$\Vert (t,x,y,z)\Vert_{1,3}^{2}=t^{2}-x^{2}-y^{2}-z^{2}=\mathrm{det}\begin{pmatrix}t+z&x-iy\\ x+iy&t-z\end{pmatrix}$$
and hence, the map $\varphi$ maps elements of $\mathrm{SL}(2,\mathbb{C})$ into orthogonal maps from $\mathbb{R}^{1,3}$ to $\mathbb{R}^{1,3}$, which means that we can view $\varphi$ as a map of the form
$$\varphi:\mathrm{SL}(2,\mathbb{C})\to \mathrm{O}(1,3).$$
Furthermore, since this map is continuous, it maps the identity component to the identity component, which means that we have that $\varphi(\mathrm{SL}(2,\mathbb{C}))\subset\mathrm{SO}^{+}(1,3)$. In the end, we have found a map of the form
$$\varphi:\mathrm{SL}(2,\mathbb{C})\to \mathrm{SO}^{+}(1,3).$$
What is left to show is surjectivity. For this, you just have to check that all basis elements of $\mathrm{SO}^{+}(1,3)$ are obtained by some element of $\mathrm{Sl}(2,\mathbb{C})$. As an example, going through all the steps of the definition, you see that
$$\varphi\begin{pmatrix}e^{i\varphi/2}&0\\0&e^{-i\varphi/2}\end{pmatrix}=\begin{pmatrix}1&0&0&0\\0&\cos\varphi&\sin\varphi&0\\0&-\sin\varphi&\cos\varphi&0\\0&0&0&1\end{pmatrix}.$$
It is not too hard to construct the others.
To show that the map $\varphi$ is a double cover, we have to use the isomorphism theorem, which states that for a homomorphism $f:G\to H$ of groups we have that
$$\mathrm{im}(f)\cong G/\mathrm{ker}(f).$$
In the case $f$ is surjective, it follows that
$$H\cong G/\mathrm{ker}(f).$$
An element $X\in\mathrm{ker}(\varphi)\subset\mathrm{Sl}(2,\mathbb{C})$ has to satisfy $MX=XM$ for all hermitian $M\in\mathbb{C}^{2\times 2}$ and the only possibility for this is that $M\in \{1,-1\}$. To sum up, we have found the following isomorphism of groups:
$$\mathrm{SO}^{+}(1,3)\cong\mathrm{Sl}(2,\mathbb{C})/\{\pm 1\},$$
which concludes the proof.
By the way, this is exactly the same proof as for the claim that $\mathrm{SU}(2)$ douple covers $\mathrm{SO}(3)$, which you can find in many textbooks (I guess), when you change some definitions accordingly.