I want to prove that $\displaystyle\sum_{k = 0}^{n} {s + k \choose k}{n - k \choose m} = {s + n + 1 \choose s + m + 1}$ by using lattice paths.
In the case of R.H.S, it is clear that it is all cases of lattice paths of $\left(s + m + 1\right) \times \left(n - m\right)$.
However in the case of L.H.S, I think I should divide some cases, but I have no idea how to do it.
Please help me.
Suppose $m < n$, and that your rectangle has height $s+m+1$ and width $n-m$.
Draw a horizontal line at height $y=m$. Given a lattice path, let $(x,m)$ be the last place where the path intersects this line. The possible values for $x$ are $0, 1, 2, \dots, n-m$. Let $k = n-m-x$ (or equivalently $x = n-m-k$). Then there are $\binom{x+m}{m} = \binom{n-k}{m}$ lattice paths from $(0,0)$ to $(x,m) = (n-m-k,m)$.
To finish the lattice path, you still need to choose a path starting at $(x,m) = (n-m-k,m)$ and ending at $(n-m,s+m+1)$. Notice that we assumed above that $(x,m)$ was the last point where the lattice path was at height $m$. This means the first part of the second half of the path must begin by going UP. This is equivalent to choosing a lattice path starting at $(x,m+1) = (n-m-k,m+1)$ and ending at $(n-m, s+m+1)$. Such a path goes $k$ steps right and $s$ steps up, so there are $\binom{s+k}{k}$ choices.
Side Note: Your sum only needs to go from $k=0$ to $k=n-m$, because when $k > n-m$, then you have $\binom{n-k}{m} = 0$ anyways.