[guided]Define $\mathbb{1}_{\{0\}}:\mathbb Z\to\{0,1\}$ to be the indicator function of $\{0\}\subset\mathbb Z$, so $\mathbb{1}_{\{0\}}(m)=1$ when $m=0$ and $\mathbb{1}_{\{0\}}(m)=0$ when $m\ne 0$. The character integral formula from the previous step says exactly that
\begin{align*}
\int_0^1 e(m_x\alpha)\,d\mathcal L^1(\alpha)=\mathbb{1}_{\{0\}}(m_x)
\end{align*}
for each tuple $x\in\{1,\dots,P\}^s$. Substituting this into the finite sum gives
\begin{align*}
\int_0^1 S_k(\alpha;P)^s e(-N\alpha)\,d\mathcal L^1(\alpha)=\sum_{x\in\{1,\dots,P\}^s}\mathbb{1}_{\{0\}}(m_x).
\end{align*}
Now unpack the definition of $m_x$. For $x=(x_1,\dots,x_s)$, the equality $m_x=0$ is equivalent to
\begin{align*}
x_1^k+\cdots+x_s^k-N=0,
\end{align*}
and hence to
\begin{align*}
x_1^k+\cdots+x_s^k=N.
\end{align*}
Thus the sum of the indicator function counts precisely the tuples in $\{1,\dots,P\}^s$ satisfying the representation equation:
\begin{align*}
\sum_{x\in\{1,\dots,P\}^s}\mathbb{1}_{\{0\}}(m_x)=\#\{(x_1,\dots,x_s)\in\{1,\dots,P\}^s:x_1^k+\cdots+x_s^k=N\}.
\end{align*}
By the definition of $R_{s,k}(N;P)$, this cardinality is $R_{s,k}(N;P)$. Therefore
\begin{align*}
\int_0^1 S_k(\alpha;P)^s e(-N\alpha)\,d\mathcal L^1(\alpha)=R_{s,k}(N;P),
\end{align*}
which is the asserted identity.[/guided]