How to prove that a projective variety is a finite CW complex?

The Lojasiewicz theorem says that every semi-algebraic subset of $\mathbf{R}^n$ can be triangulated. Moreover, there is a similar statement for pairs of the form (a semi-algebraic set, a closed subset). See e.g. Hironaka, Triangulations of algebraic sets, Arcata proceedings 1974 and references therein (including the original paper by Lojasiewicz).

The case of an arbitrary (not necessarily quasi-projective) complex algebraic variety follows from Nagata's theorem (every variety can be completed) and Chow's lemma (every complete variety can be blown up to a projective one).

The following thesis seems to be more general and worth referencing at this post:

Triangulation of Locally Semi-Algebraic Spaces. by K.R. Hofmann.

I quote from the abstract:

"We give necessary and sufficient conditions for a locally semi-algebraic space to be homeomorphic to a simplicial complex. Our proof does not require the space to be embedded anywhere, and it requires neither compactness nor projectivity of the space. A corollary is that every real or complex algebraic variety is triangulable, a result which does not seem to be available in the literature when the variety is neither projective nor real and compact."