It is a simple and repeated application of $\min$ and $\max$ operators.

$$v^*(A+B)v=v^*Av+v^*Bv\le v^*Av+\|B\|_{op}, \forall v\in R^n.$$
Given $V$ where $\dim(V)=i$,
$$\min_{u\in V,|u|=1}u^*(A+B)u\le v^*(A+B)v\le v^*Av+\|B\|_{op}, \forall v\in V,$$
and
$$\min_{u\in V,|u|=1}u^*(A+B)u\le \min_{v\in V,|v|=1}v^*Av+\|B\|_{op}.$$
Then
$$\min_{u\in V,|u|=1}u^*(A+B)u\le \max_{\dim(V)=i}\min_{v\in V,|v|=1}v^*Av+\|B\|_{op},$$
and
$$\max_{\dim(U)=i}\min_{u\in V,|u|=1}u^*(A+B)u\le \max_{\dim(V)=i}\min_{v\in V,|v|=1}v^*Av+\|B\|_{op},$$
In other words
$$\lambda_i(A+B)\le\lambda_i(A)+\|B\|_{op}.$$
Similarly, we can prove
$\lambda_i(A)-\|B\|_{op}\le\lambda_i(A+B),$$
and reach the desired inequality.