I'm going to prove the following two claims separately.
Claim 1 : $\dfrac{f(t)}{g(t)}$ is a polynomial.
Claim 2 : $\dfrac{f(t)}{g(t)}$ has only $0,\pm 1$ as the coefficients.
Claim 1 : $\dfrac{f(t)}{g(t)}$ is a polynomial.
Proof :
We have
$$\begin{align}\frac{f(t)}{g(t)}&=\frac{\left(t^{pq}-1\right)\left(t-1\right)}{\left(t^p-1\right)\left(t^q-1\right)}
\\\\&=(t-1)\cdot\frac{t^{pq}-1}{t^q-1}\cdot\frac{1}{t^p-1}
\\\\&=\frac{(t-1)(1+t^q+\cdots +t^{(p-1)q})}{t^p-1}\tag1\end{align}$$
Here, $t_m=\cos\frac{2\pi m}{p}+i\sin\frac{2\pi m}{p}\ (m=0,1,\cdots, p-1)$ are the roots of the denominator.
Every root of the denominator is a root with multiplicity one.
So, in order to prove that $(1)$ is a polynomial, it is sufficient to prove that every root of the denominator is a root of the numerator.
We have $t_0=1$. So, we want to prove that for every $m=1,2,\cdots, p-1$,
$$1+(t_m)^q+(t_m)^{2q}+\cdots +(t_m)^{(p-1)q}=0$$
We have
$$\begin{align}&1+(t_m)^q+(t_m)^{2q}+\cdots +(t_m)^{(p-1)q}
\\\\&=1+\bigg(\cos\frac{2\pi mq}{p}+i\sin\frac{2\pi mq}{p}\bigg)+\bigg(\cos\frac{2\pi m\times 2q}{p}+i\sin\frac{2\pi m\times 2q}{p}\bigg)
\\&\qquad+\cdots +\bigg(\cos\frac{2\pi m(p-1)q}{p}+i\sin\frac{2\pi m(p-1)q}{p}\bigg)
\\\\&=1+\bigg(\sum_{k=1}^{p-1}\cos\frac{2\pi kmq}{p}\bigg)+i\sum_{k=1}^{p-1}\sin\frac{2\pi kmq}{p}
\\\\&=\bigg(\sum_{k=0}^{p-1}\cos\frac{2\pi kmq}{p}\bigg)+i\sum_{k=0}^{p-1}\sin\frac{2\pi kmq}{p}\tag2\end{align}$$
In general, we have
$$\sum_{k=0}^{n-1}\cos (a+k \cdot d) =\frac{\sin(n \times \frac{d}{2})}{\sin ( \frac{d}{2} )} \times \cos \biggl( \frac{ 2 a + (n-1)\cdot d}{2}\biggr)$$
and
$$\sum_{k=0}^{n-1}\sin (a+k \cdot d) =\frac{\sin(n \times \frac{d}{2})}{\sin ( \frac{d}{2} )} \times \sin\biggl( \frac{2 a + (n-1)\cdot d}{2}\biggr)$$
(See here.)
Setting $n=p,a=0$ and $d=\frac{2\pi mq}{p}$, we have
$$\sum_{k=0}^{p-1}\cos\frac{2\pi kmq}{p}=\frac{\overbrace{\sin(mq\pi)}^{=0}}{\sin ( \frac{mq\pi}{p} )} \times \cos \biggl( \frac{ (p-1)mq\pi}{p}\biggr)=0$$
and
$$\sum_{k=0}^{p-1}\sin\frac{2\pi kmq}{p}=\frac{\overbrace{\sin(mq\pi)}^{=0}}{\sin ( \frac{mq\pi}{p} )} \times \sin\biggl( \frac{(p-1)mq\pi}{p}\biggr)=0$$
Therefore, $(2)=0$ follows.$\ \blacksquare$
(Some comments : I used $\gcd(p,q)=1$ in the above proof. Here, $\sin(mq\pi/p)$ has to be non-zero. If $\gcd(p,q)=1$, then $\sin(mq\pi/p)$ is non-zero for every $m=1,2,\cdots,p−1$.)
Claim 2 : $\dfrac{f(t)}{g(t)}$ has only $0,\pm 1$ as the coefficients.
Proof :
For $t$ such that $|t|^p\lt 1$, we have
$$\begin{align}\frac{f(t)}{g(t)}&=\frac{\left(t^{pq}-1\right)\left(t-1\right)}{\left(t^p-1\right)\left(t^q-1\right)}
\\\\&=(1-t)\cdot\frac{t^{pq}-1}{t^q-1}\cdot\frac{1}{1-t^p}
\\\\&=(1-t)(1+t^q+\cdots +t^{(p-1)q})(1+t^p+t^{2p}+\cdots)
\\\\&=(1+t^q+\cdots +t^{(p-1)q})(1+t^p+t^{2p}+\cdots)
\\&\qquad -t(1+t^q+\cdots +t^{(p-1)q})(1+t^p+t^{2p}+\cdots)
\\\\&=1+t^p+t^{2p}+\cdots
\\&\qquad +t^q+t^{p+q}+t^{2p+q}+\cdots
\\&\qquad +\cdots +t^{(p-1)q}+t^{p+(p-1)q}+t^{2p+(p-1)q}+\cdots
\\&\qquad -t-t^{p+1}-t^{2p+1}-\cdots
\\&\qquad -t^{q+1}-t^{p+q+1}-t^{2p+q+1}-\cdots
\\&\qquad -\cdots -t^{(p-1)q+1}-t^{p+(p-1)q+1}-t^{2p+(p-1)q+1}-\cdots\end{align}$$ Each term is of the form $(-1)^{a}t^{a+bp+cq}$ where $a,b,c$ are integers satisfying $$a=0,1,\quad b\ge 0,\quad 0\le c\le p-1$$If $a+bp+cq=a'+b'p+c'q$ with $a=a'$, then we have $(b-b')p=(c'-c)q$ which implies $p\mid (c'-c)$ because of $\gcd(p,q)=1$. Since $-p+1\le c'-c\le p-1$, we have $c'=c$ and $b=b'$.
If $a+bp+cq=a'+b'p+c'q$ with $a\not =a'$, then $(-1)^at^{a+bp+cq}+(-1)^{a'}t^{a'+b'p+c'q}=((-1)^a+(-1)^{a'})t^{a+bp+cq}=0$.
It follows from the identity theorem for power series (if two power series take the same values on an interval, then they are identical) that each coefficient of $\frac{f(t)}{g(t)}$ can equal only $0$ or $\pm 1$.$\ \blacksquare$
(some comments : Polynomials are power series (all polynomials are (finite) power series, not all power series are polynomials), and the coefficients of convergent power series are uniquely determined. From claim 1, we can write $\dfrac{f(t)}{g(t)}=\displaystyle\sum_{n=0}^{(p-1)(q-1)}a_nx^n$ where $a_{(p-1)(q-1)}=1$. We've seen that for $|t|^p\lt 1$, we can write it as $\displaystyle\sum_{n=0}^{\infty}b_nx^n$ with $b_n=0,\pm 1$. Then, from the identity theorem, we have $a_n=b_n=0,\pm 1$ for $0\le n\le (p-1)(q-1)$, and $b_n=0$ for $n>(p-1)(q-1)$.)