Note that the LHS is in the form of expectation of some function.
Let $(X_n)_n$ be a sequence of i.i.d random variables, which follow uniform distribution on $[0,1]$.
For the first case: by strong law of large numbers, $\displaystyle S_n = \frac{1}{n}\sum_{i=1}^n X_i \overset{a.s.}{\longrightarrow} \mathbb E(X_1) = \frac{1}{2}$.
As $f$ is continuous, $f(S_n) \to f(\frac{1}{2})$. As $S_n \in [0,1]$ compact, $f(S_n)$ is bounded by a constant (thus integrable on $[0,1]$). So by dominated convergence theorem, $\mathbb E [f(S_n)] \overset{a.s.}{\longrightarrow} \mathbb E [f(\frac{1}{2})] = f(\frac{1}{2})$.
For the second case, $\displaystyle (x_1\cdots x_n)^{1/n} = \exp(-\frac{1}{n} \sum_{i=1}^n \ln\frac{1}{x_i})$. Let $Y_i = \ln\frac{1}{X_i}$, then by strong law of large numbers, $\displaystyle V_n = \frac{1}{n}\sum_{i=1}^n Y_i \overset{a.s.}{\longrightarrow} \mathbb E(Y_1) = 1$. Again, as $f(e^{-V_n})$ is continuous and bounded by a certain constant (thus integrable on $[0,1]$), $\mathbb E [f(e^{-V_n})] \overset{a.s.}{\longrightarrow} \mathbb E [f(e^{-1})] = f(\frac{1}{e})$.
BONUS: using the same approach, if moreover, we restrict $f: [0,1] \to [0,1]$, then
$$\lim_{n \to \infty} \int_0^1 ... \int_0^1 \frac{f(x_1)+...f(x_n)}{n}dx_1...dx_n = \int_0^1 f(x) dx$$