Observe by the fundamental theorem of calculus, you have
\begin{align}
u(x, \mathbf{x}_{n-1})=u(x, \mathbf{x}_{n-1})-u(x_0, \mathbf{x}_{n-1}) = \int^x_{x_0} D_1u(x_1, \mathbf{x}_{n-1})\ dx_1
\end{align}
if $(x_0, \mathbf{x}_{n-1})\notin \operatorname{supp} u$ which means
\begin{align}
|u(\mathbf{x})| \leq \int^\infty_{-\infty}|D_1u|\ dx_1.
\end{align}
Likewise, we have
\begin{align}
|u(\mathbf{x})| \leq \int^\infty_{-\infty}|D_ju|\ dx_j.
\end{align}
which means
\begin{align}
|u(\mathbf{x})|^n \leq \prod^n_{j=1}\int^\infty_{-\infty}|D_ju|\ dx_j \ \ \implies \ \ |u(\mathbf{x})|^{\frac{n}{n-1}} \leq \prod^n_{j=1}\left\{\int^\infty_{-\infty}|D_ju|\ dx_j\right\}^{\frac{1}{n-1}}.
\end{align}
Finally, we see that
\begin{align}
\int_{\mathbb{R}^n} |u(\mathbf{x})|^{\frac{n}{n-1}}\ d\mathbf{x} \leq \int_{\mathbb{R}^n}\prod^n_{j=1}\left\{\int^\infty_{-\infty}|D_ju|\ dx_j\right\}^{\frac{1}{n-1}}\ d\mathbf{x}.
\end{align}
Next, fix $(x_2, \ldots, x_n)$ and note that
\begin{align}
\int^\infty_{-\infty} dx_1\ \prod^n_{j=1}\left\{\int^\infty_{-\infty}|D_ju|\ dx_j\right\}^{\frac{1}{n-1}} =&\ \left\{\int^\infty_{-\infty} |D_1u(x_1, \mathbf{x}_{n-1})|\ dx_1 \right\}^{\frac{1}{n-1}}\int^\infty_{-\infty} dx_1\prod^n_{j=2}\left\{\int^\infty_{-\infty}|D_ju|\ dx_j\right\}^{\frac{1}{n-1}}\\
\leq&\ \left\{\int^\infty_{-\infty} |D_1u(x_1, \mathbf{x}_{n-1})|\ dx_1 \right\}^{\frac{1}{n-1}}\prod^n_{j=2}\left\{\int^\infty_{-\infty} \int^\infty_{-\infty}|D_ju|\ dx_1dx_j\right\}^{\frac{1}{n-1}}.
\end{align}
Next, fix $(x_3, \ldots, x_n)$, we see that
\begin{align}
\int^\infty_{-\infty}\int^\infty_{-\infty} \prod^n_{j=1}\left\{\int^\infty_{-\infty}|D_ju|\ dx_j\right\}^{\frac{1}{n-1}}dx_2dx_1\leq&\ \int^\infty_{-\infty} \ \left\{\int^\infty_{-\infty} |D_1u(x_1, \mathbf{x}_{n-1})|\ dx_1 \right\}^{\frac{1}{n-1}}\prod^n_{j=2}\left\{\int^\infty_{-\infty} \int^\infty_{-\infty}|D_ju|\ dx_1dx_j\right\}^{\frac{1}{n-1}}dx_2\\
=&\ \left\{\int^\infty_{-\infty}\int^\infty_{-\infty}|D_2u|\ dx_1dx_2 \right\}^{\frac{1}{n-1}}\int^\infty_{-\infty}\left\{\int^\infty_{-\infty} |D_1u(x_1,x_2, \mathbf{x}_{n-2})|\ dx_1 \right\}^{\frac{1}{n-1}}\prod^n_{j=3}\left\{\int^\infty_{-\infty} \int^\infty_{-\infty}|D_ju|\ dx_1dx_j\right\}^{\frac{1}{n-1}}dx_2\\
\leq&\ \left\{\int^\infty_{-\infty}\int^\infty_{-\infty}|D_2u|\ dx_1dx_2 \right\}^{\frac{1}{n-1}}\left\{\int^\infty_{-\infty}\int^\infty_{-\infty}|D_1u|\ dx_1dx_2 \right\}^{\frac{1}{n-1}}\prod^n_{j=3}\left\{\int^\infty_{-\infty}\int^\infty_{-\infty} \int^\infty_{-\infty}|D_ju|\ dx_1dx_2dx_j\right\}^{\frac{1}{n-1}}.
\end{align}
Continuing with this procedure yields
\begin{align}
\int_{\mathbb{R}^n} \prod^n_{j=1}\left\{\int^\infty_{-\infty}|D_ju|\ dx_j\right\}^{\frac{1}{n-1}}d\mathbf{x}\leq \prod^n_{j=1} \left\{\int_{\mathbb{R}^n}|D_ju(\mathbf{x})|\ d\mathbf{x}\right\}^{\frac{1}{n-1}}
\end{align}
which is the desired inequality.