The proof isn't that difficult. It follows because $\Bbb C$ (or more generally, $\Bbb R^n$) has a basis for the topology consisting of convex sets. In particular, the basis of all balls. Note that the condition that any two points of $G$ can be connected by a curve, a continuous map from $[0,1]$ into $G$, is called "path connectedness". Your condition is stronger, saying that the curves are polygonal (consisting of line segments strung together).
Path connectedness implies connected: Suppose $G$ is path connected, but has a disconnection by non-empty open sets $A, B$. Choose $a \in A, b \in B$. Then there is some curve $\gamma: [0,1] \to G$ such that $\gamma(0) = a$ and $\gamma(1) = b$. But then $\gamma^{-1}(A)$ and $\gamma^{-1}(B)$ would form a disconnection of $[0,1]$. Since $[0,1]$ is connected, no such disconnection exists. Therefore $G$ must be connected.
Conversely, suppose $G$ is connected, and let $x \in G$. And let $A$ be the set of all points of $G$ that can be connected to $x$ by a polygonal path in $G$. Let $B = G\setminus A$ be all the other points in $G$. For any $a \in A$, since $G$ is open, there is some ball about $a$ within $G$. But any point of that ball can be connected to $a$ by a line segment, and since $a$ has a polygonal path to $x$, so do all the other points in the ball. Therefore the entire ball must be in $A$. Thus, A must be open. Similarly any $b \in B$ also has a ball around it in $G$. If some point $c$ in the ball had a polygonal path back to $x$, then that path could be extended by the line segment from $c$ to $b$, contradicting that $b \in B$. Therefore no point in the ball can have a polygonal curve $x$, and the entire ball is in $B$. Thus $B$ is also open. If $B$ is non-empty, this would form a disconnection of $G$, which cannot be. Therefore $B = \emptyset$, and $G = A$.