I wanted to use the induction method to solve this. If n=1 then $\sqrt{(a_1+b_1)^2}= \vert a_1+b_1 \vert \leq \vert a_1 \vert + \vert b_1 \vert =\sqrt{a_1^2} + \sqrt{b_1^2}$.
If n=2, then we have to show $\sqrt{\sum^2_{k=1}(a_k+b_k)^2} \leq \sqrt{\sum^2_{k=1}(a_k)^2} + \sqrt{\sum^2_{k=1}(b_k)^2}$ . . . (1).
i.e. squaring both sides, $ (a_1+b_1)^2+(a_2+b_2)^2 \leq a_1^2+a_2^2 +b_1^2+ b_2^2+ 2 \sqrt{a_1^2b_1^2+a_2^2b_2^2+ a_2^2b_1^2+ a_1^2b_2^2}$
i.e. $ a_1^2+b_1^2+a_2^2 + b_2^2 + 2 a_1 b_1 +2 a_2 b_2 \leq a_1^2+a_2^2 +b_1^2+ b_2^2+ 2 \sqrt{a_1^2b_1^2+a_2^2b_2^2+ a_2^2b_1^2+ a_1^2b_2^2} $
i.e. $ a_1 b_1 + a_2 b_2 \leq \sqrt{a_1^2b_1^2+a_2^2b_2^2+ a_2^2b_1^2+ a_1^2b_2^2} $
i.e. $ a_1^2 b_1^2 + a_2^2 b_2^2+ 2a_1a_2b_1b_2 \leq a_1^2b_1^2+a_2^2b_2^2+ a_2^2b_1^2+ a_1^2b_2^2 $
i.e. $ 2a_1a_2b_1b_2 \leq a_2^2b_1^2+ a_1^2b_2^2 $
i.e. $(a_1b_2-a_2b_1)^2 \geq 0$, Which follows equation (1) is true.
Now let us consider given inequality is true for k=n. I like to show $\sqrt{\sum^{n+1}_{k=1}(a_k+b_k)^2} \leq \sqrt{\sum^{n+1}_{k=1}(a_k)^2} + \sqrt{\sum^{n+1}_{k=1}(b_k)^2}$
Then $\sqrt{\sum^{n+1}_{k=1}(a_k+b_k)^2} = \sqrt{\sum^{n}_{k=1}(a_k+b_k)^2 +(a_{n+1}+ b_{n+1})^2} \leq \sqrt{\sum^{n}_{k=1}(a_k+b_k)^2}+ \sqrt{(a_{n+1}+ b_{n+1})^2} \leq \sqrt{\sum^n_{k=1}(a_k)^2} + \sqrt{\sum^n_{k=1}(b_k)^2}+(a_{n+1}+ b_{n+1})$
I am stuck here.
It's just a triangle inequality, but also we can use C-S: $$\sqrt{\sum_{k=1}^na_k^2}+\sqrt{\sum_{k=1}^nb_k^2}=\sqrt{\sum_{k=1}^n(a_k^2+b_k^2)+2\sqrt{\sum_{k=1}^na_k^2\sum_{k=1}^nb_k^2}}\geq$$ $$\geq\sqrt{\sum_{k=1}^n(a_k^2+b_k^2)+2\sum_{k=1}^na_kb_k}=\sqrt{\sum_{k=1}^n(a_k+b_k)^2}.$$