[guided]The definition of the sum of a family of submodules is deliberately finite: an element of
\begin{align*}
S := \sum_{i \in I} N_i
\end{align*}
is not an arbitrary infinite series, but a finite sum of elements from the various $N_i$. The empty finite sum is allowed and is equal to $0$, so $0 \in S$. This proves the nonemptiness needed for the [submodule test](/theorems/8497).
Now take arbitrary elements $x,y \in S$ and an arbitrary scalar $r \in R$. Because $x$ and $y$ lie in $S$, we may choose finite representations
\begin{align*}
x = \sum_{k=1}^{m} x_k
\end{align*}
and
\begin{align*}
y = \sum_{\ell=1}^{n} y_\ell,
\end{align*}
where $m,n$ are nonnegative integers, where $i_1,\dots,i_m,j_1,\dots,j_n \in I$, where $x_k \in N_{i_k}$ for each $k$, and where $y_\ell \in N_{j_\ell}$ for each $\ell$. If either finite list is empty, the corresponding sum is $0$.
To prove closure under subtraction, we rewrite $x-y$ as one finite sum. Since each $N_{j_\ell}$ is a submodule, it is closed under additive inverses, so $-y_\ell \in N_{j_\ell}$ for every $\ell$. Therefore
\begin{align*}
x-y = \sum_{k=1}^{m} x_k + \sum_{\ell=1}^{n} (-y_\ell)
\end{align*}
is a finite sum whose summands still belong to members of the family $(N_i)_{i \in I}$. Hence $x-y \in S$.
To prove closure under left scalar multiplication, use the module distributive law and the fact that each $N_{i_k}$ is closed under scalar multiplication. For every $k$, we have $x_k \in N_{i_k}$ and $N_{i_k} \le M$, so $rx_k \in N_{i_k}$. Thus
\begin{align*}
rx = \sum_{k=1}^{m} rx_k
\end{align*}
is again a finite sum of elements drawn from the same family. Hence $rx \in S$. Since $x,y \in S$ and $r \in R$ were arbitrary, $S$ is closed under differences and left scalar multiplication. Together with $0 \in S$, this proves $S \le M$.[/guided]