Proposition 4
Tag 08LB, permanent. Cite it as [Bourbaki, Tag 08LB].
Integration, chapter III, § 1. Measures on a locally compact space
— Let X be a locally compact space, E a locally convex space; then, the space is dense in for the topology of compact convergence.
For every compact set , there exists a function equal to 1 on K, by Lemma 1; for every function the function , which belongs to , is equal to f on K, whence our assertion.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.