Suppose the assumptions above are satisfied, and consider any $\epsilon >0$.
To show that $\lim_{x\to a}\ g(x)=L$, we must find a $\delta>0$ such that if $0< |x-a|< \delta$ then $|g(x)-L|< \epsilon$.
Since $\lim_{x\to a}\ f(x)=L$ we can find a $\delta_1>0$ such that if $0< |x-a|< \delta_1$ then $|f(x)-L|< \epsilon$.
Since $\lim_{x\to a}\ h(x)=L$ we can find a $\delta_2>0$ such that if $0< |x-a|< \delta_2$ then $|h(x)-L|< \epsilon$.
Note that the conclusions in the previous two sentences are equivalent to $L-\epsilon< f(x)< L+\epsilon$ and $L-\epsilon< h(x)< L+\epsilon$.
Take $\delta=\text{min}\{\delta_1,\delta_2\}$ and assume $0< |x-a|< \delta$.
Then $0< |x-a|< \delta_1$ and $0< |x-a|< \delta_2$, so $L-\epsilon< f(x)\le g(x)\le h(x)< L+\epsilon$.
Hence we have shown that if $0< |x-a|< \delta$ then $|g(x)-L|< \epsilon$.
This proves that $\lim_{x\to a}\ g(x)=L$.