They can't. And it is probably a mistake in the book. The analogous statement in Hormander's _Analysis of Linear Partial Differential Operators_ volume 1 is Theorem 4.2.5, where instead of $\mathscr{S}'$ the statement is given in terms of $\mathscr{E}'$, the space of distributions with compact support.
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The triangle-wave function gives an easy counterexample.
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BTW, if you look at two pages on where the Lemma 8.6.1 is used, it is applied to $E * P\psi u$ where $E\in \mathscr{S}'$, $P$ is a linear partial differential operator, $u\in \mathscr{D}'$, but $\psi$ is a smooth cutoff function. So necessarily $P\psi u\in \mathscr{E}'$.