The function $x^{-p}$ is a positive decreasing function. For such functions, sums at evenly spaced points are well approximated by integrals. More precisely, $$ \int_1^n \frac{1}{x^p}dx < \sum_{i = 1}^n \frac{1}{i^p} < \int_1^n \frac{1}{x^p}dx + 1.$$ The $1$ appearing above is really the first term of the sum.
So in this case, we have that $$ \sum_{i \leq n} \frac{1}{i^p} \approx \frac{n^{1 - p}}{1-p},$$ and this is the correct asymptotic.
This works also for $p = 1$, except that the integral is then $\log n$. This is much stronger than the claim that it's merely bounded above by $n$.