I can derive the inequalities $$ n^p < \frac{(n+1)^{p+1} - n^{p+1}}{p+1} < (n+1)^p $$ for any positive integers $p$ and $n$. These actually follow from the identity $$b^p - a^p = (b-a)(b^{p-1} + b^{p-2}a + b^{p-3}a^2 + \ldots + b^2 a^{p-3} + b a^{p-2} + a^{p-1} ). $$
Now how to derive from the above the following inequalities? $$ \sum_{k=1}^{n-1} k^p < \frac{n^{p+1}}{p+1} < \sum_{k=1}^{n} k^p, $$ where $p$ and $n$ are positive integers.
Hint: rewrite the starting inequality with $n$ replaced by $k$. Sum over $k$. Note one of the sums is telescopic.
Edit:
For positive integers $n$ and $p$,
$$n^p < \frac{(n+1)^{p+1} - n^{p+1}}{p+1} < (n+1)^p.$$
So for positive integers $k$ and $p$,
$$k^p < \frac{(k+1)^{p+1} - k^{p+1}}{p+1}\\ \implies \sum_{k=1}^{n-1} k^p < \sum_{k=1}^{n-1} \left(\frac{(k+1)^{p+1} - k^{p+1}}{p+1}\right)=\frac{n^{p+1} - 1^{p+1}}{p+1}<\frac{n^{p+1}}{p+1}\\ \implies \sum_{k=1}^{n-1} k^p <\frac{n^{p+1}}{p+1}.$$
That takes care of the left side of the inequality you are trying to prove. The right side is completely analogous.