[step:Construct the standard complete simply connected models]
For $k = 0$, let $M_0$ be $\mathbb{R}^n$ with its Euclidean metric $g_0$. This manifold is complete, simply connected, and has sectional curvature $0$.
For $k > 0$, define the radius $r \in (0,\infty)$ by
\begin{align*}
r := \frac{1}{\sqrt{k}},
\end{align*}
and let $M_k$ be the round sphere
\begin{align*}
S^n(r) := \{x \in \mathbb{R}^{n+1} : |x| = r\}
\end{align*}
with the metric $g$ induced by the Euclidean metric on $\mathbb{R}^{n+1}$. By the Gauss equation for the round hypersphere in Euclidean space, if $X,Y \in T_xS^n(r)$ are orthonormal with respect to $g_x$, then the second fundamental form is $\operatorname{II}(X,Y) = r^{-1}g_x(X,Y)\nu$, where $\nu \in T_x\mathbb{R}^{n+1}$ is the outward unit normal. Hence
\begin{align*}
K(X,Y) = |\operatorname{II}(X,X)|\,|\operatorname{II}(Y,Y)| - |\operatorname{II}(X,Y)|^2 = \frac{1}{r^2} = k.
\end{align*}
Thus $S^n(r)$ has constant sectional curvature $k$. Since $n \geq 2$, the sphere $S^n(r)$ is simply connected, and compactness implies geodesic completeness.
For $k < 0$, let $a := \sqrt{|k|}$ and define $M_k$ as the upper sheet of the hyperboloid in Minkowski space $\mathbb{R}^{n,1}$:
\begin{align*}
M_k := \left\{x \in \mathbb{R}^{n+1} : -x_0^2 + x_1^2 + \cdots + x_n^2 = -\frac{1}{a^2},\ x_0 > 0\right\}.
\end{align*}
Equip $M_k$ with the Riemannian metric induced by the Lorentzian form
\begin{align*}
\langle x,y\rangle_{n,1} := -x_0y_0 + \sum_{i=1}^n x_i y_i.
\end{align*}
The hyperboloid is diffeomorphic to $\mathbb{R}^n$ by radial projection onto the spatial coordinates, so it is simply connected. To verify completeness, let
\begin{align*}
\gamma: I &\to M_k
\end{align*}
be a unit-speed geodesic on its maximal interval $I \subset \mathbb{R}$. Viewing $\gamma$ as a map into $\mathbb{R}^{n,1}$, the constraint $\langle \gamma,\gamma\rangle_{n,1} = -a^{-2}$ and the geodesic equation for the induced metric give
\begin{align*}
\gamma''(t) = a^2\gamma(t)
\end{align*}
for all $t \in I$, where prime denotes ordinary differentiation in the ambient [vector space](/page/Vector%20Space). Hence
\begin{align*}
\gamma(t) = \cosh(at)\gamma(0) + \frac{\sinh(at)}{a}\gamma'(0),
\end{align*}
a formula defined for all $t \in \mathbb{R}$. Thus every unit-speed geodesic extends for all real time, and the Hopf--Rinow theorem implies that the induced Riemannian metric is complete. The Gauss equation for this hyperquadric gives, for every tangent two-plane $\sigma \subset T_xM_k$,
\begin{align*}
K(\sigma) = -a^2 = k.
\end{align*}
Thus $M_k$ is a complete simply connected $n$-dimensional model of constant sectional curvature $k$.
[/step]