Extending Fourier Transforms to include distributions, the Fourier Transform of the Dirac Delta is
$$\begin{align}
\mathscr{F}\{\delta(k-k_0)\}&=\int_{-\infty}^{\infty} \delta(k-k_0)e^{ikx}\,dk\\\\
&=e^{ik_0x}
\end{align}$$
Invoking the inverse Fourier Transform reveals that the Dirac Delta can be represented as
$$\delta(k-k_0)=\frac1{2\pi}\int_{-\infty}^\infty e^{-i(k-k_0)x}\,dx \tag1$$
Next, note that Fourier Transform of the function $\frac{1}{k-k_0}$ can be interpreted as the Cauchy-Principal Value
$$\begin{align}
\mathscr{F}\left(\frac{1}{k-k_0}\right)&=\text{PV}\int_{-\infty}^{\infty} \frac{1}{k-k_0}e^{ikx}\,dk \tag 2\\\\
\end{align}$$
We can evaluate the integral in $(2)$ using contour integration. To do this we analyze the integral $I(x)$ given by
$$I(x)=\oint_C \frac{1}{z-k_0}e^{izx}\,dz \tag 3$$
where for $x>0$ ($x<0$), $C$ is the contour comprised of (i) the real line segment from $z=-R$ to $k_0-\epsilon$, (ii) a semi-circular contour centered at $k_0$ with radius $\epsilon$ in the upper (lower) half plane, (iii) the line segment from $k_0+\epsilon$ to $R$, and (iv) a semi-circular contour centered at the origin with radius $R$ in the upper (lower) half plane.
Since the integrand in $(3)$ is analytic in and on $C$, its value is zero. Therefore we can write for $x>0$
$$\begin{align}
I(x)&=0\\\\
&=\left(\int_{-R}^{k_0-\epsilon}\frac{1}{k-k_0}e^{ikx}\,dk+\int_{k_0+\epsilon}^{R}\frac{1}{k-k_0}e^{ikx}\,dk\right) \tag 4\\\\
&+\int_\pi^0 \frac{1}{\epsilon e^{i\phi}}e^{i(k_0+\epsilon e^{i\phi})\,x}\,\left(i\epsilon e^{i\phi}\right)\,d\phi \tag 5\\\\
&+\int_0^\pi\frac{1}{R e^{i\phi}-k_0}e^{i(k_0+R e^{i\phi})\,x}\,\left(iR e^{i\phi}\right)\,d\phi \tag 6\\\\
\end{align}$$
As $R\to \infty$ and $\epsilon \to 0$, the right-hand side of $(4)$ becomes equal to the integral of interest given in $(2)$, the integral in $(5)$ approaches $-i\pi e^{ik_0x}$ and the integral in $(6)$ approaches $0$. Therefore, we find for $x>0$
$$\text{PV}\int_{-\infty}^{\infty} \frac{1}{k-k_0}e^{ikx}\,dk=i\pi e^{ik_0x}$$
A parallel development shows that for $x<0$
$$\text{PV}\int_{-\infty}^{\infty} \frac{1}{k-k_0}e^{ikx}\,dk=-i\pi e^{ik_0x}$$
Invoking the Fourier Inverse Transform reveals that the function $\frac1{k-k_0}$ can be represented as
$$\text{PV}\left(\frac{1}{k-k_0}\right)=\frac{1}{2\pi}\int_{-\infty}^{\infty}i\pi\text{sgn}(x)\,e^{-(k-k_0)x}\,dx \tag 7$$
Multiplying $(1)$ by $\pi$, multiplying $(7)$ by $-i$, and adding the results yields
$$\begin{align}
\pi \delta(k-k_0)-i\text{PV}\left(\frac{1}{k-k_0}\right)&=\int_{-\infty}^\infty\frac{1+\text{sgn}(x)}{2}e^{-i(k-k_0)x}\,dx\\\\
&=\int_0^\infty e^{-i(k-k_0)x}\,dx
\end{align}$$
as was to be shown!