everyone!
I am struggling to see how two definitions of Cartesian product (for finite and infinite cases) are equivalent practically. Imagine I have two sets, $X_{1}=\left\{ 3,4\right\} ,X_{2}=\left\{ 5,6\right\}.$ Their Cartesian product is the set of all ordered pairs : $\left\{ (3,5),(3,6),(4,5),(4,6)\right\}$ such that $x\in X_{1},y\in X_{2}.$
Now, by the definition of the infinite Cartesian product, it must be a set of maps $f:I\rightarrow\bigcup_{i\in I}X_{i}$ such that $f(i)\in X_{i}\,\forall i\in I.$ Here $I=\left\{ 1,2\right\}.$ How does this set look like? I know by definition, that the function is a subset of Cartesian product, so it must be sth like $f_{1}(1)=3, f_{2}(1)=4, f_{1}(2)=5,f_{2}(1)=6,$ so $\left\{ (1,3),(1,4),(2,5),(2,6)\right\}.$ Those two definitions does not produce the same result at all, where am I mistaken?
There are two problems here.
For brevity, let's denote an arbitrary function $f$ on the set $I = \{1, 2\}$ by $f = \left\langle f(1), f(2)\right\rangle.$
This is well-defined if, as in the question, we adopt the convention that a function is a set of ordered pairs.
By that convention, for any mathematical objects $a$ and $b,$ we have $\left\langle a, b\right\rangle = \{(1, a), (2, b)\}.$
In particular, for all $a \in X_1,$ $b \in X_2,$ $\left\langle a, b\right\rangle$ is the unique function $f \colon I \to \bigcup_{i \in I} X_i$ such that $f(1) = a$ and $f(2) = b$; and it is a subset of $I \times \bigcup_{i \in I}X_i.$
In this notation, the Cartesian product of $X_1$ and $X_2,$ according to the definition for arbitrary index sets, including infinite ones, is $$ \prod_{i \in I} X_i = \{\left\langle a, b\right\rangle : a \in X_1 \text{ and } b \in X_2\} = \{\left\langle 3, 5\right\rangle, \left\langle 3, 6\right\rangle, \left\langle 4, 5\right\rangle, \left\langle 4, 6\right\rangle\}. $$ Each set $\left\langle a, b\right\rangle,$ here, is a subset of $I \times \bigcup_{i \in I}X_i,$ therefore $\prod_{i \in I} X_i$ is a set of subsets of $I \times \bigcup_{i \in I}X_i.$
The set $\prod_{i \in I} X_i$ is not, as stated in the question, itself a subset of $I \times \bigcup_{i \in I}X_i$; that is the first problem.
The second problem is that the set $\prod_{i \in I} X_i,$ even when it is correctly computed, is not the same as the set $$ X_1 \times X_2 = \{(a, b) : a \in X_1 \text{ and } b \in X_2\} = \{(3, 5), (3, 6), (4, 5), (4, 6)\}. $$
However, the two sets $\prod_{i \in I} X_i$ and $X_1 \times X_2$ are, as the question puts it, "equivalent practically".
The reason for this is that functions of the form $\left\langle a, b\right\rangle$ "behave like" ordered pairs, in the sense that $$ \left\langle a, b\right\rangle = \left\langle a', b'\right\rangle \iff a = a' \text{ and } b = b' $$ for all mathematical objects $a, b, a', b'.$
When erecting a set-theoretical foundation for mathematics, it is vital to distinguish between $(a, b)$ and $\left\langle a, b\right\rangle$ - indeed, the definition of the latter depends on the former - but once the foundations have been put in place, one can "in practice" ignore the distinction.
(I'm uncomfortable with this approach myself, but it's the way things are done, and I know of no alternative.)