[step:Extend the support to a feasible basis]
Since $A$ has rank $m$, its columns span an $m$-dimensional subspace of $\mathbb{R}^m$, namely all of $\mathbb{R}^m$. We now prove the finite extension fact needed here. Let $I \subset \{1,\dots,n\}$ be any index set such that $S \subset I$ and the family $\{A_j : j \in I\}$ is linearly independent. If $\operatorname{span}\{A_j : j \in I\}=\mathbb{R}^m$, then $|I|=m$ and we may take $B=I$. If instead $\operatorname{span}\{A_j : j \in I\}\neq \mathbb{R}^m$, then because the full family $\{A_1,\dots,A_n\}$ spans $\mathbb{R}^m$, there is an index $k \in \{1,\dots,n\}$ with $A_k \notin \operatorname{span}\{A_j : j \in I\}$. Hence $k \notin I$, and the family $\{A_j : j \in I \cup \{k\}\}$ is linearly independent: any relation among this enlarged family would solve for $A_k$ as a linear combination of the vectors indexed by $I$, unless the coefficient of $A_k$ were zero, in which case the original independence on $I$ forces all coefficients to vanish. Repeating this finite enlargement process must stop after at most $m-|S|$ additions, because a linearly independent family in $\mathbb{R}^m$ has at most $m$ elements. It stops only when the span is $\mathbb{R}^m$. Thus there exists a set $B \subset \{1,\dots,n\}$ such that $S \subset B$, $|B|=m$, and the submatrix $A_B \in \mathbb{R}^{m \times m}$ of $A$ whose columns are indexed by $B$ is invertible.
Because $S \subset B$, every coordinate of $x$ outside $B$ is zero. For any vector $w \in \mathbb{R}^n$, write $w|_B \in \mathbb{R}^m$ for the subvector whose components are indexed by $B$, ordered according to the chosen ordering of $B$. Since $x \in P$, we have $Ax=b$, and therefore
\begin{align*}
A_B(x|_B) = b.
\end{align*}
Define the basis vector $\bar{x}_B \in \mathbb{R}^n$ associated to $B$ to be the unique vector with $(\bar{x}_B)_j=0$ for $j \notin B$ and $A_B(\bar{x}_B|_B)=b$. Since $x$ has these same outside-$B$ zero coordinates and satisfies the same invertible linear system on $B$, uniqueness gives $x=\bar{x}_B$. Moreover $\bar{x}_B=x \in P$, so $B$ is a feasible basis. Hence every vertex of $P$ is a basic feasible solution for some feasible basis.
[/step]