I am struggling with checking the following fact: $$ H_*(E\Sigma_n\times_{\Sigma_n}X^{\times n})\cong H_*(\Sigma_n;C_*(X)^{\otimes n}). $$
But I am not sure how to start. It seems correct and I suppose that it comes from the fact, that $E\Sigma_n$ is a free $\Sigma_n$-space and a homology of a group is given by the homology of its classifying space. Any solutions or hints would be highly appreciated.
Allow me to use the following lemma.
To prove this, recall how these homology groups are defined: first, you take a degreewise projective resolution of $C_k$, which becomes a bicomplex with $G$-action; you take the totalization $T(C)$ of this bicompelex, and then pass to $T(C) \otimes_{R[G]} R$.
Now, the point is that the natural map $T(C) \to T(C')$ is also an equivariant quasi-isomorphism, and the key property of projective resolutions is that quasi-isomorphisms are in fact homotopy equivalences. So $T(C)$ and $T(C')$ are homotopy equivalent as chain complexes over $R[G]$; this implies that the natural map $T(C) \otimes_{R[G]} R \to T(C') \otimes_{R[G]} R$ is a homotopy equivalence as well.
We quickly apply this twice. First, the cross product map $C_*(X;R)^{\otimes n} \to C_*(X^n;R)$ is a $\Sigma_n$-equivariant quasi-isomorphism; it is clearly equivariant, and that it is a quasi-isomorphism is the Eilenberg-Zilber theorem. So we may as well take $H_*(\Sigma_n, C_*(X^n))$. Second, the natural projection map $E\Sigma_n \times X^n \to X^n$ is an equivariant map which is also a non-equivariant homotopy equivalence; this implies that the map $C_*(E\Sigma_n \times X^n) \to C_*(X^n)$ is an equivariant quasi-isomorphism.
So we have $$H_*(\Sigma_n; C_*(X)^{\otimes n}) \cong H_*(\Sigma_n; C_*(E\Sigma_n \times X^n)).$$
Now to apply one of the main philosophies of equivariant homology:
That is, the equivariant homology is just given by taking the quotient. Of course, this is immediate from the definition above: a projective $R[G]$-module has itself as a projective resolution.
Now for any $G$-space $X$, the chain complex $C_*(EG \times X)$ is (degreewise) free over $R[G]$. This follows from covering space theory: the map $EG \times X \to (EG \times X)/G =: X_{hG}$ is a covering map, as the $G$-action on $EG \times X$ is free; therefore any map $\sigma: \Delta^k \to X_{hG}$ lifts to precisely $|G|$ maps $\sigma: \Delta^k \to EG \times X$, determined by the image of a single point in $\Delta^k$; any two are related by the action of a unique element of $G$. In particular, one finds that as an $R[G]$-module, we have $C_k(EG \times X;R) \cong R[G] \otimes_R C_k(X_{hG};R)$ and, of course, $C_k(X^{hG};R)$ is a free $R$-module.
Thus you conclude $$H_*(G; C_*(X)) \cong H_*(X_{hG}),$$ and in particular from the above, $$H_*(\Sigma_n; C_*(X)^{\otimes n}) \cong H_*(E\Sigma_n \times_{\Sigma_n} X^n).$$ This is the desired result.