I was reading Schoof's Catalan's Conjecture, and on page 37, while proving Cassels' Theorem it is mentioned that by Exercise 5.7, the denominators of the binomial coefficients $\binom{\frac{p}{q}}{k}$ for $0 \leq k \leq \lfloor \frac{p}{q} \rfloor + 1$, where $p$ and $q$ are odd prime numbers, are powers of $q$.
I found a proof by Keith Conrad, but it uses $p$-adic limits, so I decided to read through Gouvea's $p$-adic Numbers: An Introduction.
I still don't know what is going on, any insight please?
The proof you cited does not really use $p$-adic numbers but just the $p$-adic topology on $\mathbf Q$ and continuity of polynomial functions in the $p$-adic topology.
Suppose $F$ is a field and $|\cdot|$ is an absolute value on $F$. Let $f \colon F \to F$ be a continuous function and $S \subset F$ be a subset such that $|f(s)| \leq 1$ for all $s \in S$. If $x \in F$ is a limit of points in $A$, say $x = \lim_{n \to \infty} s_n$. By continuity, $f(x) = \lim_{n \to \infty} f(s_n)$. The absolute value on $F$ is continuous, so $|f(x)| = \lim_{n \to \infty} |f(s_n)|$. Since $|f(s_n)| \leq 1$ for all $n$, we get $|f(x)| \leq 1$.
Now apply this to $F = \mathbf Q$, $|\cdot| = |\cdot|_p$ ($p$-adic absolute value), and $f(x) = \binom{x}{k}$, and $S = \mathbf Z$. Polynomials are continuous functions since addition and multiplication are continuous. A rational number whose denominator is not divisible by $p$ is a $p$-adic limit of integers: if $a/b$ is a fraction where $p \nmid b$, then for each positive integer $n$ we can solve $bs_n \equiv a \bmod p^n$ for some integer $s_n$, which means $|bs_n - a|_p \leq 1/p^n$, so $|s_n - a/b|_p = |(bs_n-a)|_p/|b|_p = |bs_n-a|_p \leq 1/p^n$. Thus $s_n \to a/b$ as $n \to \infty$. Therefore $|\binom{a/b}{k}|_p \leq 1$ since $|\binom{s_n}{k}|_k \leq 1$ for all $n$. That shows the fraction $\binom{a/b}{k}$ has no $p$ in its denominator when $p \nmid b$.