[proofplan]
We first convert the small-fractional-parts count into a discrepancy estimate for the finite sequence $x_1,\dots,x_N$ modulo $1$. The discrepancy bound for the two intervals near $0$ gives a main term equal to their total length, namely $2\delta$, and an error term $2D_N$. We then insert the Erdős-Turán discrepancy inequality, which controls $D_N$ by the first $H$ exponential sums. Multiplying out the constants gives the stated estimate.
[/proofplan]
[step:Bound the small-fractional-parts count by discrepancy]
Let $D_N(x_1,\dots,x_N)$ denote the discrepancy of the finite sequence $x_1,\dots,x_N$ modulo $1$. Since $N\in\mathbb N$, $x_1,\dots,x_N\in\mathbb R$, and $0<\delta\le 1/2$, the hypotheses of [citetheorem:9095] apply to the sequence $x_1,\dots,x_N$ and the radius $\delta$. Therefore
\begin{align*}
\#\{1\le n\le N:\|x_n\|_{\mathbb R/\mathbb Z}<\delta\}\le 2\delta N+2N D_N(x_1,\dots,x_N).
\end{align*}
[guided]
Let $D_N(x_1,\dots,x_N)$ denote the discrepancy of the finite sequence $x_1,\dots,x_N$ modulo $1$. The point of introducing discrepancy is that the condition $\|x_n\|_{\mathbb R/\mathbb Z}<\delta$ means that the fractional part of $x_n$ lies near $0$ in the circle $\mathbb R/\mathbb Z$. More precisely, the relevant region is contained in the union of the two endpoint intervals
\begin{align*}
[0,\delta)\cup[1-\delta,1).
\end{align*}
The total length of these intervals is $2\delta$ when $0<\delta\le 1/2$, and the discrepancy measures how far the actual number of fractional parts in such intervals can deviate from the expected number. The theorem [citetheorem:9095] applies because its hypotheses are exactly that $x_1,\dots,x_N\in\mathbb R$ and $0<\delta\le 1/2$. It gives
\begin{align*}
\#\{1\le n\le N:\|x_n\|_{\mathbb R/\mathbb Z}<\delta\}\le 2\delta N+2N D_N(x_1,\dots,x_N).
\end{align*}
The strict inequality in $\|x_n\|_{\mathbb R/\mathbb Z}<\delta$ causes no endpoint difficulty here because the cited result is already stated for this strict small-fractional-parts count and gives an upper bound.
[/guided]
[/step]
[step:Insert the Erdős-Turán discrepancy inequality]
Since $H\in\mathbb N$, the hypotheses of [citetheorem:9093] apply to the [real numbers](/page/Real%20Numbers) $x_1,\dots,x_N$ with truncation parameter $H$. Hence
\begin{align*}
D_N(x_1,\dots,x_N)\le \frac{3}{H+1}+\frac{3}{N}\sum_{h=1}^{H}\frac{1}{h}\left|\sum_{1\le n\le N}e(hx_n)\right|.
\end{align*}
Substituting this estimate into the previous step gives
\begin{align*}
\#\{1\le n\le N:\|x_n\|_{\mathbb R/\mathbb Z}<\delta\}\le 2\delta N+2N\left(\frac{3}{H+1}+\frac{3}{N}\sum_{h=1}^{H}\frac{1}{h}\left|\sum_{1\le n\le N}e(hx_n)\right|\right).
\end{align*}
Distributing the factor $2N$ yields
\begin{align*}
\#\{1\le n\le N:\|x_n\|_{\mathbb R/\mathbb Z}<\delta\}\le 2\delta N+\frac{6N}{H+1}+6\sum_{h=1}^{H}\frac{1}{h}\left|\sum_{1\le n\le N}e(hx_n)\right|.
\end{align*}
This is the desired estimate.
[/step]