[proofplan]
We first absorb the factor $n^{-s}$ into a new multiplicative function $g(n)=f(n)n^{-s}$. For a finite set of primes $P$, absolute convergence lets us multiply the finitely many local [power series](/page/Power%20Series), and unique prime factorisation identifies the resulting terms with exactly those integers whose prime factors all lie in $P$. Finally, the absolute convergence of the full Dirichlet series controls the complementary tail and shows that these finite prime products converge to the full series.
[/proofplan]
[step:Encode the Dirichlet coefficients as an absolutely summable multiplicative function]
Define the function
\begin{align*}
g: \mathbb{N} &\to \mathbb{C} \\
n &\mapsto f(n)n^{-s}.
\end{align*}
Since $f$ is multiplicative and $n^{-s}=\exp(-s\log n)$, if $\gcd(m,n)=1$, then
\begin{align*}
g(mn)
&= f(mn)(mn)^{-s} \\
&= f(m)f(n)m^{-s}n^{-s} \\
&= g(m)g(n).
\end{align*}
Also $g(1)=f(1)1^{-s}=1$. Thus $g$ is multiplicative. The hypothesis is precisely
\begin{align*}
\sum_{n=1}^{\infty} |g(n)| < \infty.
\end{align*}
For each prime $p \in \mathcal{P}$, the local absolute series is a subseries of the absolutely convergent series $\sum_{n=1}^{\infty}|g(n)|$:
\begin{align*}
\sum_{a=0}^{\infty} |g(p^a)|
\leq
\sum_{n=1}^{\infty} |g(n)|
<\infty.
\end{align*}
Therefore
\begin{align*}
\sum_{a=0}^{\infty} f(p^a)p^{-as}
=
\sum_{a=0}^{\infty} g(p^a)
\end{align*}
converges absolutely for every prime $p$.
[/step]
[step:Expand each finite prime product by unique prime factorisation]
Let $P \subset \mathcal{P}$ be a finite set of primes. Define the set of $P$-smooth positive integers
\begin{align*}
\mathbb{N}_P
:=
\{n \in \mathbb{N} : \text{if } p \in \mathcal{P} \text{ and } p \mid n, \text{ then } p \in P\}.
\end{align*}
We prove that
\begin{align*}
\prod_{p \in P}\left(\sum_{a=0}^{\infty} g(p^a)\right)
=
\sum_{n \in \mathbb{N}_P} g(n).
\end{align*}
Because $P$ is finite and each local series $\sum_{a=0}^{\infty}|g(p^a)|$ converges, the finite product of local absolute sums is finite:
\begin{align*}
\prod_{p \in P}\left(\sum_{a=0}^{\infty} |g(p^a)|\right)<\infty.
\end{align*}
Hence the finite product of the local series may be expanded as the absolutely convergent multiple series
\begin{align*}
\prod_{p \in P}\left(\sum_{a=0}^{\infty} g(p^a)\right)
=
\sum_{(a_p)_{p \in P} \in \mathbb{N}_0^P}
\prod_{p \in P} g(p^{a_p}),
\end{align*}
where $\mathbb{N}_0:=\{0,1,2,\dots\}$ and $\mathbb{N}_0^P$ denotes the set of functions $P \to \mathbb{N}_0$, written $p \mapsto a_p$.
For each exponent vector $(a_p)_{p \in P} \in \mathbb{N}_0^P$, define
\begin{align*}
n((a_p)_{p \in P}) := \prod_{p \in P} p^{a_p}.
\end{align*}
The factors $p^{a_p}$ are pairwise coprime as $p$ varies through $P$, so repeated use of the multiplicativity of $g$ gives
\begin{align*}
\prod_{p \in P} g(p^{a_p})
=
g\left(\prod_{p \in P}p^{a_p}\right)
=
g(n((a_p)_{p \in P})).
\end{align*}
By unique prime factorisation, the map
\begin{align*}
\mathbb{N}_0^P &\to \mathbb{N}_P \\
(a_p)_{p \in P} &\mapsto \prod_{p \in P} p^{a_p}
\end{align*}
is a bijection. Therefore
\begin{align*}
\prod_{p \in P}\left(\sum_{a=0}^{\infty} g(p^a)\right)
=
\sum_{n \in \mathbb{N}_P} g(n).
\end{align*}
[guided]
Fix a finite set $P \subset \mathcal{P}$. The goal is to understand exactly which integers are produced when we multiply the local factors indexed by the primes in $P$. Define
\begin{align*}
\mathbb{N}_P
:=
\{n \in \mathbb{N} : \text{if } p \in \mathcal{P} \text{ and } p \mid n, \text{ then } p \in P\}.
\end{align*}
Thus $\mathbb{N}_P$ consists of the positive integers whose prime divisors are all contained in $P$; the integer $1$ belongs to $\mathbb{N}_P$ because it has no prime divisors.
First, the product of local series is legitimate because there are only finitely many primes in $P$, and each local series is absolutely convergent. More precisely,
\begin{align*}
\prod_{p \in P}\left(\sum_{a=0}^{\infty} |g(p^a)|\right)<\infty.
\end{align*}
This absolute convergence permits the finite product of series to be expanded as the absolutely convergent multiple series
\begin{align*}
\prod_{p \in P}\left(\sum_{a=0}^{\infty} g(p^a)\right)
=
\sum_{(a_p)_{p \in P} \in \mathbb{N}_0^P}
\prod_{p \in P} g(p^{a_p}),
\end{align*}
where $\mathbb{N}_0:=\{0,1,2,\dots\}$ and $\mathbb{N}_0^P$ is the set of exponent choices $p \mapsto a_p$.
Now fix an exponent vector $(a_p)_{p \in P} \in \mathbb{N}_0^P$, and define the corresponding integer
\begin{align*}
n((a_p)_{p \in P}) := \prod_{p \in P} p^{a_p}.
\end{align*}
Because distinct prime powers are coprime, multiplicativity of $g$ gives
\begin{align*}
\prod_{p \in P} g(p^{a_p})
=
g\left(\prod_{p \in P}p^{a_p}\right)
=
g(n((a_p)_{p \in P})).
\end{align*}
The reason this captures every term exactly once is unique prime factorisation: every integer in $\mathbb{N}_P$ has a unique expression as $\prod_{p \in P}p^{a_p}$ with $a_p \in \mathbb{N}_0$, and every such product lies in $\mathbb{N}_P$. Hence the map
\begin{align*}
\mathbb{N}_0^P &\to \mathbb{N}_P \\
(a_p)_{p \in P} &\mapsto \prod_{p \in P} p^{a_p}
\end{align*}
is a bijection. Reindexing the absolutely convergent multiple series through this bijection yields
\begin{align*}
\prod_{p \in P}\left(\sum_{a=0}^{\infty} g(p^a)\right)
=
\sum_{n \in \mathbb{N}_P} g(n).
\end{align*}
[/guided]
[/step]
[step:Use absolute convergence to pass from finite prime sets to all primes]
Let
\begin{align*}
S := \sum_{n=1}^{\infty} g(n).
\end{align*}
For a finite set $P \subset \mathcal{P}$, define the finite prime product
\begin{align*}
E_P := \prod_{p \in P}\left(\sum_{a=0}^{\infty} g(p^a)\right).
\end{align*}
By the previous step,
\begin{align*}
E_P = \sum_{n \in \mathbb{N}_P} g(n).
\end{align*}
Therefore
\begin{align*}
S-E_P
=
\sum_{n \in \mathbb{N}\setminus \mathbb{N}_P} g(n),
\end{align*}
where the series on the right is absolutely convergent as a subseries of $\sum_{n=1}^{\infty}|g(n)|$. Hence
\begin{align*}
|S-E_P|
\leq
\sum_{n \in \mathbb{N}\setminus \mathbb{N}_P} |g(n)|.
\end{align*}
Let $\varepsilon>0$. Since $\sum_{n=1}^{\infty}|g(n)|$ converges, there exists $N \in \mathbb{N}$ such that
\begin{align*}
\sum_{n>N} |g(n)| < \varepsilon.
\end{align*}
Let $P_N$ be the finite set of primes dividing at least one integer $n \in \{1,\dots,N\}$. If $P \subset \mathcal{P}$ is finite and $P_N \subset P$, then every integer $n \leq N$ belongs to $\mathbb{N}_P$. Thus
\begin{align*}
\mathbb{N}\setminus \mathbb{N}_P \subset \{n \in \mathbb{N}: n>N\},
\end{align*}
and consequently
\begin{align*}
|S-E_P|
\leq
\sum_{n \in \mathbb{N}\setminus \mathbb{N}_P} |g(n)|
\leq
\sum_{n>N}|g(n)|
<\varepsilon.
\end{align*}
This proves that the net $(E_P)_{P \subset \mathcal{P},\, P \text{ finite}}$ converges to $S$ as $P$ increases by inclusion.
Substituting back $g(n)=f(n)n^{-s}$ gives
\begin{align*}
\lim_P
\prod_{p \in P}
\left(\sum_{a=0}^{\infty} f(p^a)p^{-as}\right)
=
\sum_{n=1}^{\infty} f(n)n^{-s}.
\end{align*}
This is exactly the asserted Euler product formula.
[/step]