If $f(z)=\sum_{n=0}^{\infty}a_nz^n,\,(a_n\in\mathbb{C})$ for each $z\in B(0,R)$, then $$ \int_0^z f(\zeta)d\zeta=\sum_{n=0}^{\infty}a_n\frac{z^{n+1}}{n+1},\,\forall z\in B(0,R).$$ The integration happens over a contour $\Gamma\subseteq B(0,R)$.
Given proof:
Choose a contour $\Gamma\subseteq B(0,R)$ from $0$ to $z$. Contour $\Gamma$ is compact, so $d(\Gamma,\mathbb{C}\backslash B(0,R))>0$, which implies that $\Gamma \subseteq B(0,r)$ for some $r<R$. ...
I don't see where the last implication comes from. Does it have to do with the fact that $B(0,R)$ is open and therefore $\forall z\in B(0,R), \exists \varepsilon >0: B(z,\varepsilon)\subseteq B(0,R)$. Since $z$ is the end point of $\Gamma$, we can choose $r := R-\varepsilon$. Is this correct?
Thanks.
Consider the set$$\left\{B\left(0,R-\frac Rn\right)\,\middle|\,n\in\mathbb N\setminus\{1\}\right\}.$$It is an open cover of $\Gamma$, which is compact. Therefore, it has a finite subcover$$\left\{B\left(0,R-\frac Rn\right)\,\middle|\,n\in\{n_1,n_2,\ldots,n_k\}\right\}.$$Now, let $N=\max\{n_1,n_2,\ldots,n_k\}$. Then $\Gamma\subset B\left(0,R-\frac RN\right)$. And $R-\frac RN<R$.