Let $z=x+yi$ and $w=a+bi$, where $\{x,y,a,b\}\subset\mathbb R$.
Thus, we need to prove that
$$\sqrt{(x+a)^2+(y+b)^2}+\sqrt{a^2+b^2}\geq\sqrt{x^2+y^2}$$ or
$$\sqrt{(a^2+b^2)((x+a)^2+(y+b)^2)}\geq-a^2-b^2-ax-by.$$
If $-a^2-b^2-ax-by<0$ then the inequality is obviously true, but for
$-a^2-b^2-ax-by\geq0$ it's enough to prove that
$$(a^2+b^2)((x+a)^2+(y+b)^2)\geq(a^2+b^2+ax+by)^2,$$ which is C-S:
$$(a^2+b^2)((x+a)^2+(y+b)^2)\geq(a(x+a)+b(y+b))^2.$$
Done!
If you don't like the C-S then for the proof of the last inequality we need to prove that
$$(a^2+b^2)(a^2+b^2+2(ax+by)+x^2+y^2)\geq(a^2+b^2)^2+2(a^2+b^2)(ax+by)+(ax+by)^2$$ or
$$(a^2+b^2)(x^2+y^2)\geq(ax+by)^2$$ or
$$(ay-bx)^2\geq0.$$