Regarding the proof of the Yoneda lemma on p.98:
How does one get that the map $$[\mathscr A^{\text{op}}, \textbf{Set}](H_A,X)\to [\mathscr A^{\text{op}}, \textbf{Set}](H_B,X)$$ is defined by $-\circ H_f$ ? (The definition of $H_f$ is given on p.90.)
And how does one get that the map $$[\mathscr A^{\text{op}}, \textbf{Set}](H_A,X)\to [\mathscr A^{\text{op}}, \textbf{Set}](H_A,X')$$ is defined by $\theta\circ -$ ?
First question. The context is that we want to prove that $$[\mathscr A^{\text{op}}, \textbf{Set}](H_A,X)\cong X(A)$$ naturally in $A$. That is, that the functors $$[\mathscr A^{\text{op}}, \textbf{Set}](H_\bullet,X)\text{ and } X(\bullet)$$ are naturally isomorphic. To see why the map $$[\mathscr A^{\text{op}}, \textbf{Set}](H_A,X)\to [\mathscr A^{\text{op}}, \textbf{Set}](H_B,X)$$ is defined in the way described by Leinster, we decompose the functor in question viz. $[\mathscr A^{\text{op}}, \textbf{Set}](H_\bullet,X)$ as a composition of two functors. This is implicitly done on p.95 (see the related question). The decomposition, according to p.95, is
$$\mathscr A^{op}\to[\mathscr A^{\text{op}}, \textbf{Set}]^{op}\to\mathbf {Set}\\ A\mapsto H_\bullet(A)=H_A\mapsto [\mathscr A^{op},\mathbf{Set}](H_A,X)$$
where the first functor is $H_\bullet^{op}$ and the second functor is $[\mathscr A^{op},\mathbf{Set}](-,X)$.
Here is how the composition works on arrows.
Let $f:B\to A$ be an arrow in $\mathscr A$ (so that $f^{op}:A\to B$ is an arrow in $\mathscr A^{op}$).
Under the functor $H_\bullet^{op}:\mathscr A^{op}\to[\mathscr A^{\text{op}}, \textbf{Set}]^{op}$, the arrow $f^{op} $ gets mapped to the arrow $H_\bullet^{op}(f^{op})=H_\bullet(f)^{op}=H_f^{op}:H_A\to H_B$. Here we used Definition 4.1.21 and the definition of the opposite functor.
Then, under the functor $[\mathscr A^{op},\mathbf{Set}](-,X): [\mathscr A^{\text{op}}, \textbf{Set}]^{op}\to\mathbf {Set}$, the arrow $H_f^{op}$ gets mapped to the arrow $-\circ H_f:[\mathscr A^{op},\mathbf{Set}](H_A,X)\to [\mathscr A^{op},\mathbf{Set}](H_B,X)$. Here we used Definition 4.1.16.
This answers the first question.
For the second question, we are dealing with the functor $[\mathscr A^{op},\mathbf{Set}](H_A,-)$, which is not even a composite functor, so we can directly apply Definition 4.1.1.