Formally it doesn't "come from" anywhere -- it is a definition.
Intuitively, the free variables in a formula are all the variables that appear in it, except that it doesn't count when variable appears within the scope of a quantifier that binds.
The symbolic definition simply makes precise what that intuition means. The case you quote is a shorthand for the three separate cases
$$ \begin{align}
\operatorname{FV}(\varphi\lor\psi) &=\operatorname{FV}(\varphi)\cup\operatorname{FV}(\psi) \\
\operatorname{FV}(\varphi\land\psi) &=\operatorname{FV}(\varphi)\cup\operatorname{FV}(\psi) \\
\operatorname{FV}(\varphi\supset\psi) &=\operatorname{FV}(\varphi)\cup\operatorname{FV}(\psi)
\end{align} $$
You ought to have additional cases for the other forms of wff, as well as for terms.