Thanks to Lukas for pointing out the goal was to show any $K[G]$ module was torsionless, not just torsion-free.
Let $K$ be a field and $G$ a finite group, and set $A= K[G]$, the group algebra of $G$ over $K$.
Definition:
An $A$-module $M$ is torsionless if there is an injective homomorphism $\phi\colon M \to A^I$ from $M$ to a direct product of copies of $A$ (thus the indexing set $I$ is not required to be finite).
[I should confess I only learned the above definition today! Note that if $M$ is torsionless, then $M$ is torsion-free (since $R^I$ is evidently torsion-free), but the converse need not be true for a general ring $A$. For example it is false for $A=\mathbb Z$ because $\mathbb Q$ is torsion-free but does not embed in $\mathbb Z^I$ for any $I$ because it is divisible.]
Now for any (left) $A$-module $M$ let $M^{\dagger} = \text{Hom}_A(M,A)$, where the $A$-module structure on $M^{\dagger}$ is given by
$$
g(f)(m) = f(g^{-1}(m)), \quad \forall g \in G, f \in M^{\dagger}, m \in M.
$$
The property of being torsionless can be expressed in terms of $M^{\dagger}$:
Claim: $M$ is torsionless if and only if, for every $m \in M$, there is an $f\in M^{\dagger}$ such that $f(m) \neq 0$, that is, if and only if the natural map from $d\colon M\to (M^{\dagger})^{\dagger}=:M^{\ddagger}$, given by
$$
d(m)(f)= f(m), (\forall m \in M, f \in M^{\dagger})
$$
is injective.
Proof of claim: To see this first note that $\theta\colon M \to R^I$ is injective if and only if $\ker(\theta)=\{0\}$. Thus if $m \in M\backslash \{0\}$, we must have $\theta(m) \neq 0$. But $\theta(m) = (\theta_i(m))_{i \in I}$ where $\theta_i \colon M \to R$ is the $i$-th component of $\theta$ and $\theta(m)\neq 0$ if and only if there is some $i_0 \in I$ with $\theta_{i_0}(m) \neq 0$. Since $\theta_{i_0}\in M^{\dagger}$ it follows that
$d(m)\in M^{\ddagger}$ is nonzero (since $d(m)(\theta_i)\neq 0$) and hence $\ker(d)=\{0\}$. For the converse, suppose that for each $m \in M\backslash\{0\}$ we have $d(m)\neq 0$. Then there is some $\theta_m \in M^{\dagger}$ with $d(m)(\theta_m) = \theta_m(m) \neq 0$. Then if we set $I =M$ and define $\Theta\colon M \to R^M$ to be the map with components $\Theta_m=\theta_m$ it follows immediately that $\Theta\colon M \to R^M$ has $\ker(\Theta)=\{0\}$, that is, $\Theta$ is injective.
Frobenius reciprocity: If $V$ is a $H_1$-representation and $W$ is an $H_2$-representation then
$$
\mathrm{Hom}_{H_1}(V,\text{Ind}_{H_2}^{H_1}(W)) \cong \mathrm{Hom}_{H_2}(\mathrm{Res}^{H_1}_{H_2}(V),W)
$$
But now applying this reciprocity we find that
$$
\begin{split}
M^{\dagger} &= \mathrm{Hom}_{K[G]}(M,K[G]) = \mathrm{Hom}_{K[G]}(M,\text{Ind}_{\{e\}}^G(K))\\
&= \mathrm{Hom}_K(\mathrm{Res}^G_{\{e\}}(M),K) = M^{\star}.
\end{split}
$$
where this identification is compatible with the standard $A=K[G]$-module structure on $M^*$.
But now it is a reasonably standard fact that the map $d\colon M\to (M^\vee)^\vee = (M^*)^*$ is injective (assuming the axiom of choice) for any vector space $M$, as this is the standard embedding of a vector space into its double dual, but for completeness, we give a proof:
Proof that $d\colon M \to M^{\star\star}$ is injective:
The injectivity is equivalent to the assertion that, if $m \in M \backslash\{0\}$ then there is some $f \in M^*$ with $f(m)\neq 0$. This however follows immediately from the fact that any linearly independent subset $X$ of $M$ can be extended to a basis of $M$. But the set of all linearly independent subsets of $M$ which contain $X$ is partially ordered by inclusion, and since for any totally ordered subset $\{S_{t}: t \in T\}$ the union of the subsets $S_t$ is its least upper bound, Zorn's Lemma (equivalent to the axiom of choice) ensures a maximal linearly independent set exists. But any such set must span $M$ and hence is a basis as required. if $L\leq M$ is subspace of $M$ then any functional $f\colon L \to K$ extends to a functional $\tilde{f}\colon M \to K$. Applying this to $X = \{m\}$ we see that $M$ has a basis $B$ containing $m$, and then the function $\delta_m\colon B \to K$ given by $\delta_m(b) = 0$ if $b\neq m$ and $\delta_m(m)=1$ extends to a linear functional $f\colon M \to K$ with $f(m)=1$.
Clarification:
If $H_1$ is a finite group and $H_2$ is a subgroup of $H_1$, then given an $H_2$-representation $(W,\rho)$ we define
$$
\mathrm{Ind}_{H_2}^{H_1}(W) = \{f\colon H_1 \to W: f(h_2h_1)=\rho(h_2)(f(h_1)), \forall h_1\in H_1, h_2 \in H_2\}
$$
a left $A$-module via $g(f)(g_1) = f(g_1g)$. This is the right adjoint to the restriction functor from $G$-representations to $H$-representations: the counit on $W$ is the map of $H_2$-representations $\mathrm{Res}^{H_1}_{H_2}\mathrm{Ind}_{H_2}^{H_1}(W)\to W$ given by $[f:G\to W]\mapsto f(e)$. What I am calling "induction" is sometimes referred to as "coinduction", where induction is taken to be the left adjoint to restriction.