I am confused with the definition of $S(X)$ so that I can't see why $S(X)$ is a $\Delta$-complex.
Here are some material by Allen Hatcher.
Though singular homology looks so much more general than simplicial homology, it can actually be regarded as a special case of simplicial homology by means of the following construction. For an arbitrary space $X$, define the singular complex $S(X)$ to be the $\Delta$-complex with one $n$-simplex $\Delta_\sigma^n$ for each singular $n$-simplex $\sigma:\Delta^n\to X$, with $\Delta_\sigma^n$ attached in the obvious way to the $(n-1)$-simplices of $S(X)$ that are the restrictions of $\sigma$ to the various $(n-1)$-simplices in $\partial\Delta^n$. It is clear from the definitions that $H_n^\Delta(S(X))$ is identical with $H_n(X)$ for all $n$.
And here it is the one of the three conditions of the definition of $\Delta$-complex:
A $\Delta$-complex structure on a space $X$ is a collection of maps $\sigma_\alpha:\Delta^n\to X$, with $n$ depending on the index $\alpha$, such that (i) The restriction $\sigma_\alpha\big|\mathring{\Delta}^n$ is injective, and each point of $X$ is in the image of exactly one such restriction $\sigma_\alpha\big|\mathring{\Delta}^n$.
Considering there is so much singular $n$-simplex, how does the condition holds? In particular, why don't we may loss the injective condition?
If I get the idea of $S(X)$, then I will see that $H_n^\Delta(S(X))$ is identical with $H_n(X)$ for all $n$.
It doesn't make sense to say that we might not have $\Delta$-complex structure because the space is big, because the space by construction is a $\Delta$-complex.
Given a topological space $X$, the singular complex $S(X)$ is defined to be the quotient space $\bigsqcup \Delta^k/\sim$ where $\Delta^k$'s are in bijective correspondence with the singular $k$-simplices $\sigma: \Delta^k \to X$ in $X$, and $\sim$ is defined by identifying a face $K$ of an $n$-simplex $\Delta^n$ corresponding to a singular $n$-simplex $\sigma$ in $X$ to the $(n-1)$-simplex corresponding to the singular $(n-1)$-simplex $\sigma|_K$, and the identification is done through a linear homeomorphism.
$S(X)$ is a $\Delta$-complex by construction: $f_\alpha : \Delta^n \to X$ are precisely the maps $\Delta^n \hookrightarrow \bigsqcup \Delta^k \to X$ where the first map is inclusion into some $n$-simplex and the second is the quotient map. As $\sim$ leaves the interior of each simplex alone, $f_\alpha$ is obviously injective on the interior of the simplices.
Finally, it's not hard to see why simplicial homology of $S(X)$ coincide with the singular homology of $X$: the simplicial chain groups of $S(X)$ are isomorphic to the singular chain groups of $X$ because of bijection at the level of simplices and the boundary maps are exactly same because the simplices in $S(X)$ are identified according to the coincidences occurring to the singular simplices on $X$.
(It is in fact true that not only the homologies coincide, $S(X)$ is weak homotopy equivalent to $X$; explicitly, the map $S(X) \to X$ given by sending each simplex in $S(X)$ to $X$ by the corresponding singular simplices is an isomorphism on homotopy groups. So for reasonably nice $X$, say, a CW-complex, they are homotopy equivalent)