First suppose that $f$ is a continuous function with compact support. If $h < 1$ then $|f(x) - f(x+h)|^p \le 2^p ||f||_{\infty}^p 1_{B(0,R)}$ for sufficiently large $R$. Since $f$ is continuous and has compact support, $||f||_{\infty} < \infty$. Since $|f(x+h) - f(x)| \to 0$ as $h \to 0$, the result holds by the dominated convergence theorem.
For general $f$, choose a sequence $f_k$ of continuous, compactly supported functions so that $f_k \to f$ in $L^p$.
For convenience, write $\tau_h(g)(x) = g(x +h)$
So, $||\tau_hf - f||_p = ||\tau_hf - \tau_hf_k + \tau_hf_k - f_k + f_k - f||_p \le ||\tau_hf - \tau_h f_k||_p + ||\tau_h f_k - f_k||_p +||f_k - f||_p$
It's easy to check that $||\tau_h f - \tau_h f_k||_p = ||f - f_k||_p$. Hence the first and third term tend to $0$ independent of $h$ as $k \to \infty$. Since each $f_k$ is continuous and compactly supported, the second term tends to $0$ as $h \to 0$.
When $p = \infty$ consider the function $f := 1_{\{0\}}$. Then $f(x+h) - f(x) = 1$ when $h = -x$, $-1$, when $x = 0$, and $0$ otherwise. So $||\tau_h f - f||_{\infty} = 1$ for all $h$.