The most basic but laborious way of checking that Bell states are orthonormal is to carry out the calculations for all sixteen inner products such as $\langle\Phi^+|\Psi^-\rangle$.
One way to do this is to switch from Dirac notation to standard linear algebra by replacing the kets and bras with appropriate column and row vectors. After this conversion you employ the formula for the complex dot product. Alternatively, you can perform the entire calculation in Dirac notation using known orthonormality relations such as those for the computational basis.
I suppose you were expecting the notes to use the letter method, but they employed the former. The methods are equivalent and should give you the same result.
The task can be made a little less laborious and notation more compact by exploiting the fact that the components of all four Bell states make up the columns of the matrix
$$
U = \frac{1}{\sqrt{2}}\begin{pmatrix}
1 & 0 & 0 & 1 \\
0 & 1 & 1 & 0 \\
0 & 1 & -1 & 0 \\
1 & 0 & 0 & -1
\end{pmatrix}.
$$
This way the task of verifying orthonormality of the Bell states becomes the task of checking that $U$ is unitary, i.e. that $U^\dagger U = I$.
In some contexts (e.g. Nielsen & Chuang, section 1.3.6, p. 26) Bell states are introduced as the output of the quantum circuit
$$
CNOT \circ (H \otimes I) \,|x\rangle|y\rangle\tag1
$$
on the four computational basis states $|0\rangle|0\rangle, |0\rangle|1\rangle, |1\rangle|0\rangle$ and $|1\rangle|1\rangle$ as inputs. This way of defining the states makes the task of checking their orthonormality the easiest: the conclusion follows from the facts that the computational basis states are orthonormal and that unitaries (such as our quantum circuit $(1)$) preserve inner products.
Finally, Bell states can be represented as simple tensor networks. In this view, $|\Phi^+\rangle$ represents a "cup" and the other three Bell states differ from it by a Pauli operator. Inner product of $A$ and $B$ links up the two open ports of $A$ with the two open ports of $B$ into a closed loop which represents the trace of the product of the operators on it. When the two Bell states in the inner product are the same then the Pauli operators cancel and the result is the trace of $I/2$, i.e. one. Otherwise, it equals the trace of a Pauli operator, i.e. zero.