How to obtain the Laurent expansion of gamma function around $z=0$?
Let $\Gamma(z)$ be represented by the integral
$$\Gamma(z)=\int_0^\infty x^{z-1}e^{-x}\,dx\tag1$$
for $\text{Re}(z)>0$. Integrate by parts the integral in $(1)$ with $u=e^{-x}$ and $v=\frac{x^z}{z}$ reveals
$$\Gamma(z)=\frac1z\int_0^\infty x^ze^{-x}\,dx\tag2$$
Next, we expand $x^z$ in a power series of $z$ to obtain
$$\begin{align} \Gamma(z)&=\frac1z\sum_{n=0}^\infty \frac{z^n}{n!}\int_0^\infty e^{-x}\log^n(x)\,dx\\\\ &=\frac1z+\underbrace{\int_0^\infty \log(x)e^{-x}\,dx}_{=-\gamma}+\frac12 z\underbrace{\int_0^\infty \log^2(x)e^{-x}\,dx}_{\gamma^2+\frac{\pi^2}6}+\frac16z^2 \underbrace{\int_0^\infty \log^3(x)e^{-x}\,dx}_{-\gamma^3-\gamma\pi^2/2-2\zeta(3)}+O(z^3) \end{align}$$
as was to be shown.
NOTE:
The coefficients $\int_0^\infty \log^n(x)e^{-x}\,dx$ for $n=2,3$ can be found by using the relationship, $\Gamma'(x)=\Gamma(x)\psi(x)$, between the logarithmic derivative of the Gamma function and the Digamma function, along with values of $\psi'(1)=\zeta(2)$ and $\psi''(1)=-2\zeta(3)$.