Why is complex projective space triangulable?
I will present a triangulation of $\mathbb{CP}^{n-1}$. More specifically, I will give an explicit regular CW structure on $\mathbb{CP}^{n-1}$. As spinorbundle says, the first barycentric subdivision of a regular CW complex is a simplicial complex homeomorphic to the original CW complex.
Recall that to put a regular CW complex on space $X$ means to decompose $X$ into disjoint pieces $Y_i$ such that:
(1) The closure of each $Y_i$ is a union of $Y$'s.
(2) For each $i$, the pair $(\overline{Y_i}. Y_i)$ is homemorphic to $(\mbox{closed}\ d-\mbox{ball}, \mbox{interior of that}\ d-\mbox{ball})$ for some $d$.
The barycentric subdivision of $X$ corresponding to this regular CW complex is the simplicial complex which has a vertex for each $Y_i$ and has a simplex $(i_0, i_1, \ldots, i_r)$ if and only if $\overline{Y_{i_0}} \subset \overline{Y_{i_1}} \subset \cdots \subset \overline{Y_{i_r}}$.
Write $(t_1: t_2: \ldots: t_n)$ for the homogeneous coordinates on $\mathbb{CP}^{n-1}$. For $I$ a nonempty subset of $\{ 1,2, \ldots, n \}$, let $Z_I$ be the subset of $\mathbb{CP}^{n-1}$ where $|t_i|=|t_{i'}|$ for $i$ and $i' \in I$ and $|t_i| > |t_j|$ for $i \in I$ and $j \not \in I$. Note that $Z_I \cong (S^1)^{|I|-1} \times D^{2(n-|I|)}$, where $D^k$ is the open $k$-disc. Also, $\overline{Z_I} = \bigcup_{J \supseteq I} Z_J \cong (S^1)^{|I|-1} \times \overline{D}^{2(n-|I|)}$ where $\overline{D}^k$ is the closed $k$-disc.
We now cut those torii into discs. For $i$ and $i'$ in $I$, cut $Z_I$ along $t_i=t_{i'}$ and $t_i = - t_{i'}$. So the combinatorial data indexing a face of this subdivision is a cyclic arrangement of the symbols $i$ and $-i$, for $i \in I$, with $i$ and $-i$ antipodal to each other. For example, let $I=\{ 1,2,3,4,5 \}$ and write $t_k=e^{i \theta_k}$ for $k \in I$. Then one of our faces corresponds to the situation that, cyclically, $$\theta_1 < \theta_2 = \theta_4 + \pi < \theta_3 = \theta_5 < \theta_1+ \pi < \theta_2 + \pi = \theta_4 < \theta_3 + \pi = \theta_5 + \pi < \theta_1.$$ This cell is clearly homeomorphic to $\{ (\alpha, \beta) : 0 < \alpha < \beta < \pi \}$. Similarly, each of these cells is an open ball, and each of their closures is a closed ball. We have put a CW structure on the torus.
Cross this subdivision of the torus with the open disc $D^{2(n-|I|)}$. The result, if I am not confused, is a regular $CW$ decomposition of $\mathbb{CP}^{n-1}$.
I think the comments answer the question, but to give you a reference:
Milnor, Stasheff: Characteristic Classes, Chapter 6
They prove that every Grasmann manifold $G_n(\mathbb{R}^m)$ is a CW-Complex. (The cells are constructed with Schubert symbols). The complex case works in the same fashion.
As a result you get that $\mathbb{CP}^n$ consists of $n+1$ cells: for every $0 \leq k \leq n$ you get one $2k$-cell. The $2k$-skeleton is a $\mathbb{CP}^k$
EDIT: Sorry for the sloppiness!
Not every CW-Complex is triangulable, but the following holds:
Every regular CW-Complex (and $\mathbb{CP}^n$ is a regular complex $\oplus$) $X$ is triangulable.
This is true, since the barycentric subdivision is a simplicial complex that is homeomorphic to $X$. For a full proof, see for example Cellular structures in topology (p.130) by Fritsch and Piccinini.
Edit 2: $\oplus$: Perhaps the next sloppiness: The CW-structure of $\mathbb{CP}^n$ obtained by Schubert cells isn't regular (the characteristic map is 2-to-1) but I think there exists a regular CW-structure. But this might be harder to prove than I thought?!
Here is an article on explicit triangulation on $CP^n$, http://arxiv.org/abs/1405.2568.