[guided]We start with $f \in A(\Omega) \cap I_{\mathrm{loc}}(g)$. By the convention fixed in the first step, this means two things: first, $f: \Omega \to \mathbb{C}$ is holomorphic and continuous up to $\partial\Omega$; second, for every point $a \in \Omega$, the germ of $f$ at $a$ belongs to the holomorphic ideal generated by the germs of $g_1,\dots,g_p$ at $a$. The point of Skoda's theorem is to turn these local holomorphic divisions into one global division with square-integrable holomorphic coefficients.
We use the previously established [Skoda $A^2$ Division Theorem on Strictly Pseudoconvex Domains](/page/Skoda%20A2%20Division%20Theorem). In the form needed here, it says: if $D \subset \mathbb{C}^m$ is bounded, strictly pseudoconvex, and has smooth boundary, if $G_1,\dots,G_p \in A(D)$, and if $F \in A(D)$ belongs locally on $D$ to the holomorphic ideal generated by $G_1,\dots,G_p$, then there are functions $H_1,\dots,H_p \in A^2(D)$ satisfying
\begin{align*}
F(w) = \sum_{j=1}^p G_j(w)H_j(w), \qquad w \in D.
\end{align*}
This is a separate analytic division theorem; the present argument uses it only to prove one inclusion in the ideal equality.
We now check the hypotheses one by one. Take $D := \Omega$, $G_j := g_j$ for $1 \leq j \leq p$, and $F := f$. The domain condition is satisfied because $\Omega$ is assumed bounded, strictly pseudoconvex, and smoothly bounded. The generator condition is satisfied because each $g_j$ belongs to $A(\Omega)$. The function condition is satisfied because $f \in A(\Omega)$. Finally, the local ideal condition is exactly the statement $f \in I_{\mathrm{loc}}(g)$ under the convention that $I_{\mathrm{loc}}(g)$ is interpreted through local holomorphic membership.
The theorem therefore gives holomorphic maps $h_j: \Omega \to \mathbb{C}$, for $1 \leq j \leq p$, with
\begin{align*}
f(z) = \sum_{j=1}^p g_j(z)h_j(z), \qquad z \in \Omega,
\end{align*}
and with
\begin{align*}
\int_\Omega |h_j(z)|^2\,d\mathcal{L}^{2m}(z) < \infty, \qquad 1 \leq j \leq p.
\end{align*}
The holomorphicity together with the displayed integrability condition is precisely $h_j \in A^2(\Omega)$. Hence $f$ has a global $A^2$ division by $g_1,\dots,g_p$, so $f \in I_{A^2}(g)$. Because this same $f$ was chosen from $A(\Omega)$, we have proved $f \in A(\Omega) \cap I_{A^2}(g)$.[/guided]