For clarity I will use $X$ (instead of $G$) and $Y$ (instead of $M$) for the sets, $F$ and $G$ for the mappings. I will write $xRy$ as shorthand for $(x,y) \in R$.
Let $(F,G)$ be a Galois connection between $\mathscr{P}(X)$ and $\mathscr{P}(Y)$. So $$
\begin{eqnarray}
F : \mathscr{P}(X) \to \mathscr{P}(Y) \\
G : \mathscr{P}(Y) \to \mathscr{P}(X)
\end{eqnarray}$$ satisfy $F(A) \le B$ iff $A \le G(B)$.
We well define $R \subseteq X \times Y$ by $$R := \{ (x,y) \in X \times Y \mid y \in F(\{x\}) \}$$
Now we have $$
\begin{eqnarray}
F_R(A) &=& \{ y \in Y \mid \exists a \in A, aRy \} \\
G_R(B) &=& \{ x \in X \mid \forall y \in Y, xRy \implies y \in B \}
\end{eqnarray}$$
And we want to show $F = F_R$ and $G = G_R$.
Now $$F_R(A) = \{ y \in Y \mid \exists a \in A, aRy \}$$ may be rewritten (by expanding the definition of $R$) as $$F_R(A) = \{ y \in Y \mid \exists a \in A, y \in F(\{a\}) \}$$ and you can see that this set is just every $y$ in $F(\{a\})$ for every $a \in A$, so it's just $F(A)$.
For $$G_R(B) = \{ x \in X \mid \forall y \in Y, y \in F(\{x\}) \implies y \in B \}$$ the inner condition is the same as saying that $F(\{x\}) \subseteq B$, apply the Galois connection to this to rewrite $G_R(B) = \{ x \in X \mid \{x\} \subseteq G(B) \}$ thus $G_R(B) = G(B)$.