You have that $z^2 + az + b = 0$. The given proposition only holds for real $a$ and real $b$. This needs to be stated.
You need to either show or assume the following properties of complex conjugation:
$\overline {z + w} = \overline z + \overline w$ (conjugate of sum is sum of conjugates),
$\overline {zw} = \overline z\cdot \overline w$ (conjugate of product is product of conjugates),
and
$z = w \implies \overline z = \overline w$ (equality implies equality of conjugates)
All of these are trivial to show (if you need to) by letting $z = x + yi$ and $w = a + bi$. The second one needs some algebraic expansion.
A trivial corollary of the second (when $z = w$) is that $\overline z^2 = (\overline z)^2$
Also, the first and second one can be extended to the sum and product (respectively) of an arbitrary number of terms. You'll be doing that with the first. Justifying this is easy with the associative property of addition.
Anyway, once all that preliminary work done and established as lemmas (or assumed), you can simply invoke the third lemma to take the conjugate of both sides of the quadratic. Then invoke the first two lemmas to immediately give $(\overline z)^2 + a\overline z + b = 0$
From that, you can immediately conclude that $\overline z$ is a solution to the quadratic as well. This leaves two possibilities: $z = \overline z$ which implies real root(s) or $z \neq \overline z$ which implies conjugate non-real complex roots. Thus the proof is done.