I'm still unexperienced with proving these kind of statements. So help will be appreciated.
Definition and properties of supremum :
If a non-empty set A $\subset \mathbb R$ is upper-bounded, then is $\xi \in \mathbb R$ the supremum if and only if the following properties hold:
(i) For all $x \in A$ holds that $x \le \xi$
(ii) For all $\epsilon \gt 0$ there exists an $x_\epsilon \in A$ met $\xi -\epsilon \lt x_\epsilon$.
If $x$ is the supremum of $A$, then $f(x)$ is the supremum of $f(A)$.
Is it sufficient to give the following function as an example to show the above statement is false? Because $A$ would than be $\arctan(x)$ and $f(x)= \tan(x)$ and $f(A)= \tan(\arctan(x))=x$

Yes, an example is enough. But I don't understand your example. What is the domain of $f$, for instance? What is $A$? It should be a set.
An example is $f\colon\mathbb{R}\longrightarrow\mathbb R$ defined by $f(x)=-x$ and $A=[0,1]$. Then $\sup A=1$, $f(\sup A)=-1$, and $\sup f(A)=0$.