I am working on proving that if $C$ is a conjugacy class in $S_n$ then $C^g =C$ for all $g \in S_n$.
I went over similar questions which only prove that a normal subgroup is contained in union of conjugacy classes, but not claiming a conjugacy class is normal subgroup.
We don’t talk about “normality” except for subgroups. You may ask whether a set is “closed under conjugation”, and conjugacy classes certainly are: let $C$ be a conjugacy class, and let $x\in G$. To show $C^x\subseteq C$, let $g\in C$. Then $x^{-1}gx$ is conjugate to $g$, hence it lies in the conjugacy class of $g$... that is, in $C$. Thus, $x^{-1}Cx\subseteq C$. As this holds for all $x\in G$, it follows that $C^g=C$ for all $g\in G$.
Note that this holds for any group, not just $S_n$>