You are on the right track.
The question is: what is the order of an element $g$ of a group $G$? It's the smallest natural number $a$ satisfying $g^a=1_G$, where $1_G$ is the identity element of $G$.
Next, let's investigate $\langle e^{2\pi i/n} \rangle$.
What is the identity element of this group? Clearly it's $1 = e^0 = e^{k2\pi i} = e^{kn2\pi i/n}=(e^{2\pi i/n})^{kn}$ for $k\in\mathbb{Z}$. Then to minimize $kn$, we choose $k=1$, and thus the order of $e^{2\pi i/n}$ is $n$ (it seems like you got this so far).
What about $\langle e^{2\pi i m/n}\rangle $? Again, in the exponent of $e$, we want an integer multiple of $2\pi i$.
Here we may assume a couple things. For one, if $n=1$, then $\langle e^{2\pi i/n} \rangle = \langle 1 \rangle = \langle e^{2\pi i m/n}\rangle$, and your result trivially follows. So let's assume $n>1$. Also, we may assume that $m<n$, because if $m=n$, then $\gcd(m,n)=n>1$ (a contradiction), and if $m>n$, we have that $m=qn+r$ for some $q\in \mathbb{N}, 0<r<n$ (Division Algorithm), so $e^{2\pi i m/n} = e^{2\pi i (qn + r)/n} = e^{2q\pi i n/n + 2\pi i r/n} = e^{2q\pi i}e^{2\pi i r/n} = 1\cdot e^{2\pi i r/n} = e^{2\pi i r/n}$.
Now, we see that $(e^{2\pi i m/n})^a = e^{2\pi i am/n}$, so in particular, we are looking for the smallest natural number $a$ such that $\frac{am}{n}$ is an integer. In other words, we are looking for the smallest $a$ such that $am$ is a multiple of $n$. But then in this case, $am$ is exactly the definition of $\text{lcm}(m, n)$.
Using the identity $\text{lcm}(m,n)\cdot \gcd(m,n) = mn$, we see that $\gcd(m,n)=1$ implies that $\text{lcm}(m,n) = mn$. Therefore $a=n$, and hence the order of $e^{2\pi i m/n}$ (and hence the order of $\langle e^{2\pi i m/n} \rangle$) is $n$.
Lastly, we see that $e^{2\pi i m/n} = (e^{2\pi i/n})^m \in \langle e^{2\pi i/n}\rangle$, so $\langle e^{2\pi i m/n}\rangle \subseteq \langle e^{2\pi i /n}\rangle$. But since they are both finite and have the same number of elements, it is indeed the case that $\langle e^{2\pi i /n}\rangle = \langle e^{2\pi i m/n}\rangle$.