You may not see this answer, but as an individual memo, I answer your question.
From eq. (4.18), you can get
$$ H_I(t) = \left( i \frac {\partial} {\partial t} U(t,t_0) \right) U^\dagger(t,t_0). $$
Then, substitute this eq. for the right-hand side of eq. (4.24).
If you do so,
\begin{align*}
& (\text{right-hand side of (4.24)}) \\
& = H_I(t)U(t,t') \\
& = \left( i \frac {\partial} {\partial t} U(t,t_0) \right) U^\dagger(t,t_0) U(t,t') \\
& = i \frac {\partial} {\partial t} \left( U(t,t_0)U^\dagger(t,t_0)U(t,t') \right)
- U(t,t_0) i \frac {\partial} {\partial t} \left( U^\dagger(t,t_0)U(t,t') \right).
\end{align*}
Since ##U(t,t_0)U^\dagger(t,t_0)=1##, if you substitute this for (4.24) you get
$$ \frac {\partial} {\partial t} \left( U^\dagger(t,t_0)U(t,t') \right) = 0. $$
From this,
$$ U^\dagger(t,t_0)U(t,t') = C(t') ~~~~ (C(t')\text{ is an arbitrary function of }t'). $$
Now, since ##U(t,t')=1## for ##t=t'##, ##C(t') = U^\dagger(t',t_0)##.
Therefore,
$$ U(t,t') = U(t,t_0)C(t') = U(t,t_0)U^\dagger(t',t_0) = e^{iH_0(t-t_0)}e^{-iH(t-t')}e^{-iH_0(t'-t_0)}. $$
That's all.