Let $ \mathcal{C}_n=\langle a\rangle$ and $ \mathcal{C}_m=\langle b\rangle$. To show that $\mathcal{C}_n \times\mathcal{C}_m $ is cyclic, you should find a generator. Naturally, you would assume that generator is $(a,b)$. Now use Chinese remainder theorem to prove that indeed $\langle (a,b)\rangle = \mathcal{C}_n \times\mathcal{C}_m $.
Using the fact that $\mathcal{C}_m$ is isomorphic to $\mathbb{Z}_m$ and that order of $ \mathcal{C}_n \times\mathcal{C}_m $is $mn$ , it should not be hard to prove that $\mathcal{C}_n \times\mathcal{C}_m $ is isomorphic to $ \mathcal{C}_{mn}$.
And to show that $\mathcal{C}_3\times \mathcal{C}_3$ is not isomorphic to $\mathcal{C}_9$, it is enough to show that $\mathcal{C}_3\times \mathcal{C}_3$ is not cyclic. So verify that there is no element of order 9 in that group.