[guided]The large-value box gives a lower bound for the measure of a set on which the Weyl sum is large. To compare it with the moment hypothesis, define
\begin{align*}
E_A:=\{\theta'\in\mathbb T^k: |S_{k,X}(\theta')|\ge A/2\}.
\end{align*}
Because every point of $B$ satisfies $|S_{k,X}(\theta')|\ge A/2$, we have $B\subset E_A$, and hence
\begin{align*}
\mu_k(B)\le \mu_k(E_A).
\end{align*}
We now apply Markov's inequality to the non-negative measurable function $\theta'\mapsto |S_{k,X}(\theta')|^{2s}$ on the probability space $(\mathbb T^k,\mu_k)$ with threshold $(A/2)^{2s}$. This gives
\begin{align*}
\mu_k(E_A)\le \left(\frac{2}{A}\right)^{2s}\int_{\mathbb T^k}|S_{k,X}(\theta')|^{2s}\,d\mu_k(\theta').
\end{align*}
The measure $\mu_k$ agrees with $\mathcal L^k$ on the fundamental domain $[0,1)^k$, so the integral is exactly the Vinogradov mean value quantity defined in the statement, equivalently the identity supplied by [Vinogradov Mean Value Identity][citetheorem:9061]:
\begin{align*}
\int_{\mathbb T^k}|S_{k,X}(\theta')|^{2s}\,d\mu_k(\theta')=J_{s,k}(X).
\end{align*}
Finally, the assumed moment estimate says that for every $\varepsilon>0$ there is a constant $C_{s,k,\varepsilon}>0$, independent of $X$, such that
\begin{align*}
J_{s,k}(X)\le C_{s,k,\varepsilon}X^{s+\Delta+\varepsilon}.
\end{align*}
Substituting this into the Markov bound yields
\begin{align*}
\mu_k(E_A)\le 2^{2s}C_{s,k,\varepsilon}A^{-2s}X^{s+\Delta+\varepsilon}.
\end{align*}[/guided]