Start with a point in the projection of $conv(S)$ and, using the definition of convex hull, show it is in convex hull of the projection of $S$. Then take a point in the convex hull of the projection of $S$ and, again using the definition of convex hull, show it is in the projection of $conv(S)$.
Start with a point in the projection of $conv(S)$ and, using the definition of convex hull, show it is in convex hull of the projection of $S$. Then take a point in the convex hull of the projection of $S$ and, again using the definition of convex hull, show it is in the projection of $conv(S)$.