I think by induction we can do it. Let $I(n)=\sum_{k=1}^n{n\choose k}\frac{(-1)^{k+1}}{k}=\sum_{k=1}^n\frac{1}{k}.$ Then, we must show that $I(n+1)-I(n)=\frac{1}{n+1}$.
$\begin{align} I(n+1)-I(n)&=\frac{(-1)^{n+1}}{n+1}+\sum_{k=1}^n\left({n+1\choose k}-{n\choose k}\right)\frac{(-1)^{k+1}}{k}\\ &=I(n+1)-I(n)=\frac{(-1)^{n+1}}{n+1}+\sum_{k=1}^n{n\choose k-1}\frac{(-1)^{k+1}}{k}\\ &=\frac{(-1)^{n+1}}{n+1}-\frac{1}{n+1}\sum_{k=1}^n{n+1\choose k}(-1)^{k}\\ &=\frac{(-1)^{n+1}}{n+1}+\frac{(-1)^n+1}{n+1}\\ &=\frac{1}{n+1} \end{align}$
I saw these steps now. If you don't write you can't see anything. Thanks for help and elementary proofs.
WA says it is about Digamma function. What is the connection? These are very hot topics for students like me.
Thanks in advance.
Start with the generating function
$$(1 + x)^n = \sum_{k=0}^n {n \choose k} x^k.$$
We want to modify this so that the $x^k$ term becomes $(-1)^{k+1} x^{k-1}$, so that we can integrate it. This means the LHS is
$$I_n = \int_0^1 \frac{1 - (1 - x)^n}{x} \, dx.$$
Now perform the substitution $u = 1 - x$, which gives
$$I_n = \int_0^1 \frac{1 - u^n}{1 - u} \, du = \int_0^1 \left( 1 + u + \dots + u^{n-1} \right) \, du = \sum_{k=1}^n \frac{1}{k} = H_n$$
which is the RHS, as desired.
An alternative argument, also using generating functions, in a different way. We need the following general facts: if a sequence $\{ a_k \}$ has generating function $A(x) = \sum a_k x^k$, then
Now, the generating function of the sequence $\frac{(-1)^{k+1}}{k}$ is $\ln (1 + x)$, and the generating function of the sequence $\frac{1}{k}$ is $\ln \frac{1}{1 - x}$. This gives that the generating function of the LHS is
$$\frac{1}{1 - x} \ln \left( 1 + \frac{x}{1 - x} \right) = \frac{1}{1 - x} \ln \frac{1}{1 - x}$$
which is also the generating function of the RHS.