Suppose $f \in K[X]$ is a polynomial of degree n.
I had a small exercise were I had to prove that the degree of a field extension (by the splitting field of f which is $\Sigma$) $[\Sigma : K]$ divides $n!$. After convincing myself of this, I tried to find extensions, say of $\mathbb{Q}$ were we had in general the equality, i.e. the extension is of degree $n!$. What would be such an example?
In general the polynomials of the form $x^n - px - p$ for a prime integer $p$ give you such an example, but proving this in general isn't that "easy". If you are interested in a proof you can check the Wikipedia page on the more general topic of the Inverse Galois Problem. In fact your question is a special case of this problem, where you are asking whether each $S_n$ is realizable as a Galois group of a polynomial.