 Solution

The stated bound is Lipschitz continuity with constant $1$. For every $x$ and every $\epsilon >0$, taking $\delta =\epsilon$ ensures $|f(x)-f(y)|<\epsilon$ whenever $|x-y|<\delta$. The same $\delta$ works at every point, so $f$ is both continuous and uniformly continuous.

For an integer $N\ge 1$, partition $[0,1]$ into $N$ equal intervals and define a step functionAt the remaining endpoint set $g_N(1)=f((N-1)/N)$, so the final interval may be taken closed on the right. The Lipschitz bound givesChoosing $N\ge 1/\epsilon$ proves the requested uniform step approximation on a compact interval:A sufficiently fine partition gives a piecewise constant approximation uniformly over the whole interval.

The continuous function $f$ and every finite step function $g_N$ are Riemann integrable. Put $c_j=f(j/N)$. Integrating each constant piece explicitly givesSince the sine differences have absolute value at most $2$, the triangle inequality and uniform approximation giveTo prove convergence, fix $\epsilon >0$ and first choose $N$ with $1/N<\epsilon /2$. With this $N$ held fixed, the finite number ${\sum }_j|c_j|$ is independent of $n$, so the second term is also less than $\epsilon /2$ for sufficiently large $n$. ThereforeFirst make the approximation error small, then let the oscillation frequency grow. This is the step-function proof of the Riemann-Lebesgue lemma; it does not require assuming that a Lipschitz function has an everywhere-defined derivative.