The conclusion of this theorem is an equality of sets, so normally we would follow the advice of Definition SE. However, in this case we can construct a sequence of equivalences which will together provide the two subset inclusions we need. First, notice that $\zerovector\in\eigenspace{A}{\lambda}$ by Definition EM and $\zerovector\in\nsp{A-\lambda I_n}$ by Theorem HSC. Now consider any nonzero vector $\vect{x}\in\complex{n}$, \begin{align*} \vect{x}\in\eigenspace{A}{\lambda}&\iff A\vect{x}=\lambda\vect{x}&&\knowl{./knowls/definition.EM.knowl}{\text{Definition EM}}\\ &\iff A\vect{x}-\lambda\vect{x}=\zerovector&&\knowl{./knowls/property.AIC.knowl}{\text{Property AIC}}\\ &\iff A\vect{x}-\lambda I_n\vect{x}=\zerovector&&\knowl{./knowls/theorem.MMIM.knowl}{\text{Theorem MMIM}}\\ &\iff\left(A-\lambda I_n\right)\vect{x}=\zerovector&&\knowl{./knowls/theorem.MMDAA.knowl}{\text{Theorem MMDAA}}\\ &\iff\vect{x}\in\nsp{A-\lambda I_n}&&\knowl{./knowls/definition.NSM.knowl}{\text{Definition NSM}} \end{align*}