Just write it out and see that most terms cancel out.
$$
{n \choose n_1}{n-n_1\choose n_2}\cdots{n-n_1-n_2-\cdots n_{k-2} \choose n_{k-1}}{n-n_1-n_2-\cdots n_{k-2}-n_{k-1} \choose n_{k}}
$$
Let's look at the first part:
$$
{n \choose n_1}{n-n_1\choose n_2}=\frac{n!}{n_1!(n-n_1)!}\frac{(n-n_1)!}{n_2!(n-n_1-n_2)!}=\frac{n!}{n_1!n_2!(n-n_1-n_2)!}
$$
and then with the next term:
$$
{n \choose n_1}{n-n_1\choose n_2}{n-n_1-n_2\choose n_3}=\frac{n!}{n_1!n_2!(n-n_1-n_2)!}\frac{(n-n_1-n_2)!}{n_3!(n-n_1-n_2-n_3)!}=\frac{n!}{n_1!n_2!n_3!(n-n_1-n_2-n_3)!}
$$
and that way it continues. In the end you will have
$$
{n \choose n_1}\cdots{n-n_1-n_2-\cdots n_{k-2}-n_{k-1} \choose n_{k}}=\frac{n!}{n_1!n_2!\cdots n_{k-1}!(n-n_1-n_2-\cdots-n_{k-1})!}\frac{(n-n_1-n_2-\cdots-n_{k-1})!}{n_k!(n-n_1-n_2-\cdots-n_{k})!}=\frac{n!}{n_1!n_2!\cdots n_k!}\frac{1}{(n-n_1-n_2-\cdots-n_k)!}
$$
However, since
$$
n=\sum_{i=1}^kn_i
$$
it follows that
$$
(n-n_1-n_2-\cdots-n_k)!=1
$$
and the result is that
$$
{n \choose n_1}\cdots{n-n_1-n_2-\cdots n_{k-2}-n_{k-1} \choose n_{k}}=\frac{n!}{n_1!n_2!\cdots n_k!}.
$$