Use the index convention . For the left- and right-invariant coframes, the Maurer-Cartan equations are
Their dual invariant vector fields satisfy
For example, evaluating on two dual fields gives , since its invariant coefficient functions are constant. The opposite right-invariant bracket gives the other sign. The mixed bracket vanishes because left and right translations commute.
For a semisimple Lie algebra, the Killing form is nondegenerate. It is adjoint invariant: using and cyclicity of trace gives
Group conjugation preserves the trace as well, so this is invariant under the full group adjoint action. Translation supplies a bi-invariant pseudo-Riemannian metric.
Lower the indicated structure index by . Then
This changes sign under exchange of by the bracket and under exchange of by invariance. Hence .
Let at the identity and extend it as a left-invariant differential form. Its value is adjoint invariant, so the extended form is also right-invariant. The three-form in the question is with the index-lowering convention just specified, an irrelevant overall sign for these properties. To prove closedness rather than only invariance, apply the exterior derivative on four left-invariant fields. Its six bracket terms combine by invariance into
The final equality is the Jacobi identity. Therefore the Cartan three-form
is both bi-invariant and closed.