Since this is tagged algebra-precalculus, I will refrain from using the Euler-Maclaurin Sum Formula (which is exact in the case of polynomials).
Let's first show that
$$
\sum_{k=1}^nk^m\text{ is a polynomial of degree }m+1\text{ in }n\text{ whose lead coefficient is }\frac{1}{m+1}\tag{1}
$$
Since $\displaystyle\sum_{k=1}^n1=n$, we have shown that $(1)$ is true for $m=0$.
Suppose that $(1)$ is true for all $m<M$, then
$$
k^{M+1}-(k-1)^{M+1}=\sum_{m=0}^{M}\binom{M+1}{m}(-1)^{M-m}k^m\tag{2}
$$
If we sum $(2)$ for $k$ from $1$ to $n$, the telescoping sum on the left yields
$$
n^{M+1}=\sum_{m=0}^{M}\binom{M+1}{m}(-1)^{M-m}\left(\sum_{k=1}^nk^m\right)\tag{3}
$$
Isolating the $m=M$ term from the right-hand side of $(3)$ gives us
$$
\sum_{k=1}^nk^M=\frac{1}{M+1}n^{M+1}-\frac{1}{M+1}\sum_{m=0}^{M-1}\binom{M+1}{m}(-1)^{M-m}\left(\sum_{k=1}^nk^m\right)\tag{4}
$$
Since $(1)$ holds for each $m<M$, each $\displaystyle\left(\sum_{k=1}^nk^m\right)$ on the right-hand side of $(4)$ is a polynomial in $n$ of degree $m+1<M+1$. Thus, because of the $n^{M+1}$, the right-hand side of $(4)$ is a polynomial in $n$ of degree $M+1$ whose lead coefficient is $\dfrac{1}{M+1}$.
Thus, we have shown $(1)$ for all $m\ge0$.
Consider
$$
\frac{1}{n^{m+1}}\sum_{k=1}^nk^m\tag{5}
$$
The sum in $(5)$ is a polynomial in $n$ of degree $m+1$ whose lead coefficient is $\dfrac{1}{m+1}$. Therefore, $(5)$ becomes
$$
\frac{1}{m+1}+O\left(\frac1n\right)\tag{6}
$$
Thus, we get that
$$
\lim_{n\to\infty}\;\frac{1}{n^{m+1}}\sum_{k=1}^nk^m=\frac{1}{m+1}\tag{7}
$$