First, we will prove
$$u=2^{u-1}\prod_{k=1}^{u-1}\sin\left(\frac{k\pi}u\right)$$
We will do this by a strange form of induction; assume it's true for $u$, and prove that it's true for $2u$ and $2u+1$. The expression is true for $u=1$. Now assume it's true for $u$, then:
\begin{align}
2^{2u-1}\prod_{k=1}^{2u-1}\sin\left(\frac{k\pi}{2u}\right)&=2^{2u-1}\sin\left(\frac{u\pi}{2u}\right)\prod_{k=1}^{u-1}\sin\left(\frac{k\pi}{2u}\right)\sin\left(\pi-\frac{k\pi}{2u}\right)\\
&=2^{2u-1}\sin\left(\frac\pi2\right)\prod_{k=1}^{u-1}\sin\left(\frac{k\pi}{2u}\right)\sin\left(\frac{k\pi}{2u}\right)\\
&=2^{2u-1}\prod_{k=1}^{u-1}\sin\left(\frac{k\pi}{2u}\right)^2\\
&=2^{2u-1}\left(\prod_{k=1}^{u-1}\sin\left(\frac{k\pi}{2u}\right)\right)^2\\
&=2^{2u-1}\prod_{k=1}^{u-1}\sin\left(\frac{k\pi}{2u}\right)\prod_{k=1}^{u-1}\cos\left(\frac{k\pi}{2u}\right)\\
&=2^{u}\prod_{k=1}^{u-1}2\sin\left(\frac{k\pi}{2u}\right)\cos\left(\frac{k\pi}{2u}\right)\\
&=2\cdot2^{u-1}\prod_{k=1}^{u-1}\sin\left(\frac{k\pi}u\right)\\
&=2u
\end{align}
And we can do the same thing to prove it for $2u+1$ (which I will not do here because it's practically the same and will make this post longer than needed), proving it for all $u$.
Now on to the expression we wanted to prove.
Trivially, the expression is true for $u=0$ and $u=1$. Now assume that it's true for $u$. Then
\begin{align}
2^{(u+1)u/2}\prod_{m=2}^{u+1}\prod_{k=1}^{m-1}\sin\left(\frac{k\pi}m\right)&=2^{u(u-1)/2+u}\prod_{m=2}^{u+1}\prod_{k=1}^{m-1}\sin\left(\frac{k\pi}m\right)\\
&=2^u2^{u(u-1)/2}\prod_{m=2}^u\prod_{k=1}^{m-1}\sin\left(\frac{k\pi}m\right)\cdot\prod_{k=1}^u\sin\left(\frac{k\pi}{u+1}\right)\\
&=2^u\prod_{k=1}^u\sin\left(\frac{k\pi}{u+1}\right)\cdot\left(2^{u(u-1)/2}\prod_{m=2}^u\prod_{k=1}^{m-1}\sin\left(\frac{k\pi}m\right)\right)\\
&=2^u\prod_{k=1}^u\sin\left(\frac{k\pi}{u+1}\right)\cdot u!\\
&=(u+1)\cdot u!\\
&=(u+1)!
\end{align}
And that proves the statement.