In this case $(U+W)^\perp$ means the orthogonal complement of the union of $U$ and $W$ (regardless of repetition, is it correct?). The vectors inside the orthogonal complement has to be orthogonal to every vector in $(U+W)$ and so it must be composed of the orthogonal complement for each $U$ and $W$.
Digitally, $(U+W)^\perp=${$x$ in $ℝ^n|x \cdot f_u =0$ $\iff x \cdot f_w =0$ }=U$^\perp \cap W^\perp$ .
But I felt the proof is either somewhat incorrect or incomplete, could anyone give some opinions?
$U+W$ is not the union of the two subspaces, which is not in general a linear subspace by the way, but the sum.
$$(U+W)^\perp=\{\varphi \in E^* : \varphi (u+w)=0 , \forall (u,w) \in U \times W\}$$
By the way the proof of the equality of your question is not trivial and requires the axiom of choice for infinite dimensional subspaces.