[guided]We prove the spanning assertion by contradiction. Assume
\begin{align*}
\operatorname{span}_k(\Phi) \neq \mathfrak{h}^*.
\end{align*}
Because $\mathfrak{h}$ is finite-dimensional, the natural pairing between $\mathfrak{h}$ and $\mathfrak{h}^*$ is nondegenerate. Hence there exists a nonzero element $h_0 \in \mathfrak{h}$ such that
\begin{align*}
\alpha(h_0)=0
\end{align*}
for every $\alpha \in \Phi$.
We now show that $h_0$ commutes with every summand in the decomposition of $\mathfrak{g}$. First, since $\mathfrak{h}$ is abelian,
\begin{align*}
[h_0,h]=0
\end{align*}
for every $h \in \mathfrak{h}$. Second, if $\alpha \in \Phi$ and $x_\alpha \in \mathfrak{g}_\alpha$, then the definition of $\mathfrak{g}_\alpha$ gives
\begin{align*}
[h_0,x_\alpha]=\alpha(h_0)x_\alpha.
\end{align*}
By the choice of $h_0$, $\alpha(h_0)=0$, so
\begin{align*}
[h_0,x_\alpha]=0.
\end{align*}
Every element $y \in \mathfrak{g}$ has a unique decomposition
\begin{align*}
y = h + \sum_{\alpha \in \Phi} x_\alpha,
\end{align*}
where $h \in \mathfrak{h}$, each $x_\alpha \in \mathfrak{g}_\alpha$, and all but finitely many $x_\alpha$ are zero. Using bilinearity of the Lie bracket,
\begin{align*}
[h_0,y]
=
[h_0,h] + \sum_{\alpha \in \Phi}[h_0,x_\alpha]
=
0.
\end{align*}
Thus $h_0$ belongs to the [center](/page/Center%20of%20a%20Lie%20Algebra)
\begin{align*}
Z(\mathfrak{g})
:=
\{z \in \mathfrak{g} : [z,y]=0 \text{ for every } y \in \mathfrak{g}\}.
\end{align*}
Finally, a [semisimple Lie algebra](/page/Semisimple%20Lie%20Algebra) has zero center: indeed, $Z(\mathfrak{g})$ is an abelian ideal, hence a solvable ideal, and semisimplicity means that $\mathfrak{g}$ has no nonzero solvable ideals. Therefore $Z(\mathfrak{g})=0$, so $h_0=0$, contradicting the choice of $h_0 \neq 0$. We conclude that
\begin{align*}
\operatorname{span}_k(\Phi)=\mathfrak{h}^*.
\end{align*}[/guided]