Use the identity $k\dbinom{n}k=n\dbinom{n-1}{k-1}$: for $p=1$ you get
$$\sum_k\binom{n}kk=n\sum_k\binom{n-1}{k-1}=n\sum_k\binom{n-1}k=n2^{n-1}\;.$$
For $p=2$:
$$\begin{align*}
\sum_k\binom{n}kk^2&=n\sum_k\binom{n-1}{k-1}k\\
&=n\sum_k\binom{n-1}k(k+1)\\
&=n\sum_k\binom{n-1}kk+n\sum_k\binom{n-1}k\\
&=n(n-1)\sum_k\binom{n-2}{k-1}+n2^{n-1}\\
&=n(n-1)\sum_k\binom{n-2}k+n2^{n-1}\\
&=n(n-1)2^{n-2}+n2^{n-1}\;.
\end{align*}$$
If you carry out the same sort of computation with $p=3$, you get
$$\sum_k\binom{n}kk^3=n(n-1)(n-2)2^{n-3}+2n(n-1)2^{n-2}+n2^{n-1}\;,$$
which can be written with falling factorials as $$\sum_k\binom{n}kk^3=n^{\underline3}2^{n-3}+3n^{\underline2}2^{n-2}+n^{\underline1}2^{n-1}\;.$$
After a little more experimentation one may conjecture and prove by induction that
$$\sum_k\binom{n}kk^p=\sum_{k=1}^p{p\brace k}n^{\underline k}2^{n-k}\;,\tag{1}$$
where $p\brace k$ is the Stirling number of the second kind.
Added 16 August 2024
In response to a question below I find that I no longer see how to carry out the suggested induction, if indeed I ever did, but the suggested calculations are still useful as a way to arrive at the conjecture $(1)$. The conjecture itself then has a fairly straightforward combinatorial proof.
Let $\mathscr{P}$ be the set of ordered pairs $\langle A,\varphi\rangle$ such that $A$ is a non-empty subset of $[n]=\{1,2,\ldots,n\}$ and $\varphi$ is a function from $[p]=\{1,2,\ldots,p\}$ to $A$; we’ll calculate $|\mathscr{P}|$ in two ways.
If $\varnothing\ne A\subseteq[n]$, and $|A|=k$, there are $k^p$ functions from $[p]$ to $A$. There are $\binom{n}k$ subsets of $[n]$ of cardinality $k$, so there are $\binom{n}kk^p$ pairs $\langle A,\varphi\rangle\in\mathscr{P}$ such that $|A|=k$, and it follows that
$$|\mathscr{P}|=\sum_{k=1}^n\binom{n}kk^p=\sum_k\binom{n}kk^p\,.$$
(The second equality holds because $0^p=0$ for $p\in\Bbb Z^+$.)
Alternatively, we can begin by noting that each $\varphi:[p]\to[n]$ induces a partition $\pi_\varphi$ of $[p]$ into the fibres of $\varphi$: $\pi_\varphi=\{\varphi^{-1}[\{a\}]:a\in[n]\}$. If $|\pi_\varphi|=k$, we let $\pi_\varphi=\{\pi_\varphi(1),\ldots,\pi_\varphi(k)\}$, where
$$\min\pi_\varphi(1)<\ldots<\min\pi_\varphi(k)\,.$$
At this point $\varphi$ is completely determined by the $k$-tuple $\langle\varphi(\min\pi_\varphi(1)),\ldots,\varphi(\pi_\varphi(k))\rangle$, which can be any $k$-tuple of distinct elements of $[n]$, so if $\pi$ is any partition of $[p]$ into $k$ parts, there are
$$n(n-1)\ldots(n-k+1)=n^{\underline k}$$
functions $\varphi:[p]\to[n]$ such that $\pi_\varphi=\pi$.
Let $\varphi$ be one of these $n^{\underline k}$ functions; clearly $\langle A,\varphi\rangle\in\mathscr{P}$ iff $\varphi\big[[p]\big]\subseteq A\subseteq[n]$, and there are $2^{n-k}$ such sets $A$, one for each subset of $[n]\setminus\varphi\big[[p]\big]$. And there are $n\brace k$ partitions of $[p]$ into $k$ parts, so there are
$$|\{\langle A,\varphi\rangle\in\mathscr{P}:|\varphi[A]|=k\}|={n\brace k}n^{\underline k}2^{n-k}\,,$$
and therefore
$$\sum_k\binom{n}kk^p=|\mathscr{P}|=\sum_{k=1}^p{n\brace k}n^{\underline k}2^{n-k}\,,$$
as desired.