Consider the possibilities:
when performing C = A + B + carry_in where A and B are two one-bit inputs and C is a two bit output (C_carry, C_sum) you are just adding three bits together, right.
So consider the possibilities. You use a half-adder to add any two of the bits (let's say A and B).
This produces a two-bit partial result consisting of a sum and a carry. How many possible results are there? Only three! You can't add two bits together and get 11. So we don't have to consider this case at all.
Now you want to add another bit to this result using another half adder.
How would you do it by hand and what are the possibilities?
With Cin = 0
A+B : 00 01 10
+Cin : 0 0 0
result: 00 01 10
With Cin = 1
A+B : 00 01 10
+Cin : 1 1 1
result: 01 10 11
Notice that there are three cases where the Cout bit is a 1. In the first case, it is because of the Carry from adding A+B.
In the second case it is because of the Carry from (A+B)+Cin.
In the third, it is again because of the Carry from (A+B).
In no case what there a Carry from either of these operations but in which we wanted the Cout to be anything other than zero.
So the Cout bit is a 1 whenever there is a Carry from EITHER of the two half-add operations.