It means "belong to"

Indicates that the element belongs to a collection.

Your example means that X belongs to {1, 2,3,4,5}.

{1, 2,3,4,5} means the set 1, 2,3,4,5.

{} indicates the setting.

People's education edition math book has an explanation. Please go to the website of People's Education Publishing House. I just finished reading the first section of the first chapter of the math book in the first volume of senior one. We just learned.