This is a common theorem and is proven in many books. I am confused with a particular part of the proof. This image has been taken from Christopher Heils notes.
If $A_n$ is a cauchy sequence in $B(X,Y)$ then we know that $||An-Am||\rightarrow 0$ as $n,m\rightarrow 0$. It then follows that for any $f\in X$ it must be that $||A_nf-A_mf||\rightarrow 0$. But I do not understand how we get $||A_nf-A_mf||\leq||A_n-A_m|| \,||f||$.

Recall the (usual) norm on $B(X, Y)$: $$\|A\| := \sup_{\|x\|_X \le 1} \|Ax\|_Y.$$ Then, for all $x \in X \setminus \{0\}$, we have $$\|A\| \ge \left\|A\left(\frac{x}{\|x\|_X}\right)\right\|_Y = \frac{\|Ax\|_Y}{\|x\|_X} \implies \|A\|\|x\|_X \ge \|Ax\|_Y.$$ (The final inequality also holds trivially for $x = 0$ too.)
So, just apply this principle here! We have, $$\|A_n f - A_m f\| = \|(A_n - A_m)f\| \le \|A_n - A_m\| \|f\|.$$