If $$x\le 0, ~then~ -x \le a \implies x \ge -a \implies x\in [-a, 0]$$
If $$x\ge 0, ~then~ x \le a \implies x \in [0, a] $$
The final result is union of these two intervals: $x\in [-a,a]$
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Note that
$$|x|=x, x\ge0$$$$|x|=-x, x\le 0$$
Now suppose $x \in [0,a]$, $x \le a \implies |x| \le a$
and so if $x \in [-a,0]$, $x \ge -a \implies -x \le a \implies |x| \le a$.
If $|x|\le a$
If $$x\le 0, ~then~ -x \le a \implies x \ge -a \implies x\in [-a, 0]$$
If $$x\ge 0, ~then~ x \le a \implies x \in [0, a] $$
The final result is union of these two intervals: $x\in [-a,a]$