Here is an answer that attempts to show the "great picture" behind your (in fact classical) question ; the corresponding computations have already been done and are not necessarily to be re-invented. Nevertheless, see the Edit at the bottom of this answer giving a direct approach.
Let $\theta:=n\pi/N$,
$$
V:=\begin{bmatrix}
\sin(\theta) \\
\sin(2\theta) \\
\sin(3\theta) \\
\vdots \\
\sin((N-1)\theta)
\end{bmatrix}$$
and $$
M:=\begin{bmatrix}
2&-1&0&0&\cdots &0&0&0\\
-1&2&-1&0&\cdots &0&0&0\\
0&-1&2&-1&\cdots &0&0&0\\
&&\ddots&\ddots&\ddots&&& \\
0&0&0&0&\cdots &-1&2&-1\\
0&0&0&0&\cdots &0&-1&2\\
\end{bmatrix}$$
Your issue means that you have to prove that
$$MV=\lambda V \ \ \text{with} \ \ \lambda:=(2\sin \theta/2)^2$$
It is an eigenvalue-eigenvector classical problem (see references below).
References :
- It can be viewed as a consequence of the result given (and established) in this question with $a=2, b=c=-1$ giving eigenvalues (taking into account that their matrix is an $n \times n$ matrix whereas our matrix $M$ is $(N-1) \times (N-1)$:
$$\lambda_k=a+2\sqrt{bc}\cos k\frac{\pi}{N}=2(1+\cos k\frac{\pi}{N})=2 \times 2 \cos^2(k\frac{\pi}{2N})\tag{1}$$
Take now $k=N-1$ and you will find the result you are looking for:
$$\lambda_{n-1}=4 \sin^2 \frac{\pi}{2N}$$
(the fact one finds a $\cos^2$ in (1) instead of a $\sin^2$ isn't important : $\sin$ and $\cos$ exchange their values when $k$ varies from $1$ to $n-1$).
- Alternatively, see "Neumann case" with $k=1$ (smallest eigenvalue) at the bottom of this Wikipedia reference. This is because matrix $M$ can be considered as a discrete form of the opposite of the second derivative, which, not surprizingly, has a discretized version of the sine function (vector $V$) as an eigenvector.
Edit: Hint for a direct solution:
For the general case:
$-\sin (k-1)a+2 \sin ka-\sin (k+1)a$
$=2\ sin ka -(\sin (k-1)a)+2\sin (k+1)a)$
$=2\sin ka - 2 \sin \frac{(k-1)a+(k+1)a}{2}\cos \frac{(k-1)a-(k+1)a}{2}$
$=2 \sin ka-2 \sin ka \cos a = 2 \sin ka (1-\cos a)$
$=2 \sin ka \ \ 2 \sin^2 \frac{a}{2}$
knowing that you have to treat in a separate way the first and last term.