For $0 \le k \le n$, let $t_k = \frac{k}{n}$.
Divide the interval $[0,1]$ into $n$ sub-intervals $[t_{k-1},t_k]$ for $1 \le k \le n$ and apply MVT to $\tan^{-1} x$ on the intervals. We find for each $k$, there is a $x_k \in ( t_{k-1}, t_k )$ such that
$$\tan^{-1}t_k - \tan^{-1} t_{k-1} = \frac{t_k-t_{k-1}}{1+x_k^2}$$
Since $\frac{1}{1+x^2}$ is monotonic decreasing for $x \ge 0$, we have the bound
$$\frac{n}{n^2 + (k-1)^2} = \frac{t_k-t_{k-1}}{1+t_{k-1}^2} \ge \tan^{-1}t_k - \tan^{-1}t_{k-1} \ge \frac{t_k-t_{k-1}}{1+t_k^2} = \frac{n}{n^2+k^2}$$
Summing this over $k$ from $1$ to $n$, we get
$$\frac{1}{2n} + \sum_{k=1}^n \frac{n}{n^2+k^2} = \sum_{k=1}^n \frac{n}{n^2+(k-1)^2}
\ge \tan^{-1}t_n - \tan^{-1}t_0 = \tan^{-1} 1 = \frac{\pi}{4} \ge \sum_{k=1}^n\frac{n}{n^2+k^2}$$
This leads to
$\displaystyle\;\left|\sum_{k=1}^n \frac{n}{n^2+k^2} - \frac{\pi}{4}\right| \le \frac{1}{2n}$
and hence $\displaystyle\;\lim_{n\to\infty} \sum_{k=1}^n \frac{n}{n^2+k^2} = \frac{\pi}{4}$