Yes, you're correct that this is a group in which every element has finite order. Since you've asked about proof writing, I'll write out essentially a full proof.
Choose some $\alpha \in \Bbb{Q} / \Bbb{Z}$. By definition of the quotient group, there is a rational number $r$ for which
$$\alpha = r + \mathbb{Z}$$
Now by the definition of $\mathbb{Q}$, there are integers $a$ and $b \ne 0$ (we take $b > 0$) without any loss of generality) for which
$$r = \frac a b \implies \alpha = \frac a b + \mathbb{Z}$$
Therefore,
$$b\alpha = b\left(\frac a b + \Bbb Z\right) = b \frac a b + \Bbb{Z} = a + \Bbb{Z}$$
But since $a$ is an integer, $a + \Bbb{Z} = \Bbb{Z}$ is the identity in $\Bbb{Q} / \Bbb{Z}$, so $\alpha$ has finite order (in fact, the order is at most $b$) as desired.