Proof.
Let $\alpha \in \mathbb R$ be arbitrary and let $n \in \mathbb Z^+$ be arbitrary.
Consider the following set of numbers
\begin{equation} \label{eq-nnum}
s \alpha - \lfloor s \alpha \rfloor, \qquad s \in \{0,1,\ldots,n\}.
\end{equation}
Since
\begin{equation*}
\forall\, s \in \{0,1,\ldots,n\} \qquad s \alpha - \lfloor s \alpha \rfloor \in [0,1)
\end{equation*}
and since
\begin{equation*}
\bigl[ 0, 1 \bigr) = \Bigl[ 0, \frac{1}{n} \Bigr) \bigcup \Bigl[ \frac{1}{n}, \frac{2}{n} \Bigr) \bigcup \cdots \bigcup \Bigl[ \frac{n-1}{n}, 1 \Bigr),
\end{equation*}
we think of the numbers in \eqref{eq-nnum} as $n+1$ pigeons which live in the following $n$ pigeonholes
\begin{equation*}
\Bigl[ 0, \frac{1}{n} \Bigr), \Bigl[ \frac{1}{n}, \frac{2}{n} \Bigr), \ldots, \Bigl[ \frac{n-1}{n}, 1 \Bigr).
\end{equation*}
By the Pigeonhole Principle there exists a pigeonhole with two pigeons. That is, there exists $k_0 \in \{0,1,\ldots,n-1\}$ and $s_1, s_2 \in \{0,1,\ldots,n\}$ such that $s_1 \lt s_2$ and
(two pigeons in one pigeonhole)
\begin{equation*}
s_1 \alpha - \lfloor s_1 \alpha \rfloor, \ s_2 \alpha - \lfloor s_2 \alpha \rfloor \in \Bigl[ \frac{k_0}{n+1}, \frac{k_0+1}{n} \Bigr).
\end{equation*}
Since the length of the pigeonhole is $1/n$, the distance between the pigeons is less then $1/n$. That is:
\begin{equation} \label{eg-contra0}
\Bigl| \bigl( s_2 \alpha - \lfloor s_2 \alpha \rfloor \bigr) - \bigl( s_1 \alpha - \lfloor s_1 \alpha \rfloor \bigr) \Bigr| \lt \frac{1}{n}.
\end{equation}
Setting $q = s_2 - s_1$ and $p = \lfloor s_2 \alpha \rfloor - \lfloor s_1 \alpha \rfloor$, inequality \eqref{eg-contra0} becomes
\begin{equation*}
\bigl| q \alpha - p \bigr| \lt \frac{1}{n}.
\end{equation*}
Since $s_1, s_2, \lfloor s_1 \alpha \rfloor$ and $\lfloor s_2 \alpha \rfloor$ are integers, we have that $q, p \in \mathbb Z.$ It remains to prove that $q\in \{1,\ldots,n\}.$ Since $s_1 \lt s_2$, we have $q \gt 0$, that is $q \in \mathbb Z^+.$ Since $s_1, s_2 \in \{0,1,\ldots,n\}$, we have $s_2 - s_1 \leq n-0=n$. Thus, $q\in \{1,\ldots,n\}.$ This proves Dirichlet's Approximation Theorem.