Basically, the inequality says that the norm of a vector is always less than or equal to the sum of the absolute value of its components.
And I know that the norm is defined as:
$$\|(a,b)\|=\sqrt{a^2+b^2}$$
and the absolute value as:
$$|a|=\sqrt{a^2}$$
But I don't know how to relate both equations and prove the inequality.