How do I solve this?
Follow the ideas presented in theorems 1-3 of section 7.1.2. Here is a detailed answer:
We want to prove that there exists $u\in H_0^1(U)$, weak limit of a subsequence of $\{u_m\}$, satisfying
$$\int_UDu\cdot Dv\ dx=\int_Uf\cdot v\ dx,\qquad\forall\ v\in H_0^1(U)\tag{$*$}$$
because this is the definition of weak solution for the problem. We know that
$$\int_UDu_m\cdot Dw_k\ dx=\int_Uf\cdot w_k\ dx,\tag{1}$$
where $u_m=\sum_{k=1}^md_m^kw_k$. Here, $d_m^k\in\mathbb{R}$ and $\{w_k\}$ is an orthogonal basis of $H_0^1(U)$ and an orthonormal basis of $L^2(U)$.
Multiplying $(1)$ by $d^k_m$ and summing from $k = 1$ to $k=m$ we get
\begin{align}
\|u_m\|_{H_0^1}^2&=\|Du_m\|_{L^2}^2=\int_U |Du_m|^2\ dx=\int_UDu_m\cdot Du_m\ dx=\int_Uf\cdot u_m\ dx\\
&\leq \|f\|_{L^2}\|u_m\|_{L^2}\leq \|f\|_{L^2}\|u_m\|_{H^1}\leq C\|f\|_{L^2}\|u_m\|_{H_0^1}\leq C_\varepsilon\|f\|_{L^2}^2+\varepsilon\|u_m\|_{H_0^1}^2
\end{align}
for all $m\in\mathbb{N}$.
Taking $\varepsilon$ small enough, we get a constante $C$ such that
$$\|u_m\|_{H_0^1}^2\leq C\|f\|_{L^2}^2,\qquad\forall\ m\in\mathbb{N}.$$
So, $\{u_m\}$ is bounded in $H_0^1(U)$. Since $H_0^1(U)$ is reflexive, there exists a subsequence (which will not be relabeled) such that
$$u_m\rightharpoonup u\quad \text{in}\quad H_0^1(U)$$
which implies (why?)
$$\int_U Du_m\cdot Dg\ dx\to\int_UDu\cdot Dg\ dx,\qquad\forall\ g\in H_0^1(U).\tag{2}$$
Fix a positive integer $N$ and choose a function $g$ having the form
$$g=\sum_{k=1}^N d^kw_k.\tag{3}$$
Multiplying $(1)$ by $d^k$ and summing from $k = 1$ to $k=N$ we get
$$\int_UDu_m\cdot Dg\ dx=\int_Uf\cdot g\ dx,\qquad\forall\ m\in\mathbb{N}.$$
Taking the limit with respect to $m$, it follows from $(2)$ that
$$\int_U Du\cdot Dg\ dx=\int_Uf\cdot g\ dx.\tag{4}$$
As functions of the form $(3)$ are dense in $H_0^1(U)$ (why?), we obtain $(*)$ from $(4)$.$\;\square$