(H0) = set $H$ is non empty.
(H1) = if $a,b \in H$, then $ab \in H$
The only property I need to proof that $H$ is a subgroup is (H2) = if $a \in H$, then $a^{-1} \in H$.
This however is where I do not see the connection.
Given that $H$ is a subset of $G$ I do not see the reasoning that when an element out of $G$ is copied in the set $H$ that also the inverse (of that element) has to be added to $H$.
Also the excerise mentioned Note: the example $\mathbb{Z_{\geq 0}} \in \mathbb{Z^+}$ shows that the finiteness of H is essential!
Due to this and the emphasison the word finite in the excerise I assume that this plays a big part in the proof, but again, I do not see the connection. The only thing I am pretty sure of, is that since $H$ is non empty the identity element of $G$ is in $H$.
Hint:
Let $a \in H$, and consider the set $A = \{a, a^2, a^3, a^4, \ldots\}$.
Since $H$ is finite, what can you say about $A$ (use the pigeonhole principle!)? Can you use this to conclude that $a^{-1} \in H$?
I hope this helps ^_^