The comment already essentially answers this but I'll walk you through it. In order for this to be a group, we need it to satisfy three axioms (which you can find here: https://en.wikipedia.org/wiki/Group_(mathematics)):
(1) Closure -- If we take our group to be $G$, then for all $a, b \in G$ we need $a + b \in G$. This is easy to see.
(2) Associativity -- For all $a, b, c \in G$ we require $a + (b + c) = (a + b) + c$. Let $a, b, c \in (C_n \times C_m)$. Then we have $a = (a_1, a_2)$, $b = (b_1, b_2)$, and $c = (c_1, c_2)$ for $a_1, b_1, c_1 \in C_n$ and $a_2, b_2, c_2 \in C_m$. You then must show that $(a_1, a_2) + ((b_1, b_2) + (c_1, c_2)) = ((a_1, a_2) + (b_1, b_2)) + (c_1, c_2)$.
(3) Identity -- There needs to be an identity element. Select $e = (e_1, e_2)$ where $e_1 \in C_n$ is the identity element and $e_2 \in C_m$ is the identity element. Then you need to show that $a + e = e + a = a$ for all $a = (a_1, a_2) \in (C_n \times C_m)$.
(4) Inverse -- For every element, there is an inverse element. Take some element $a = (a_1, a_2) \in (C_n \times C_m)$. Then show that $(a_1, a_2) + (a_1^{-1}, a_2^{-1})$ will give you the identity element. Define $a^{-1} := (a_1^{-1}, a_2^{-1})$.
Since it satisfies all of our axioms, it must be a group. The second part should follow pretty easily, but let me know if you need help.