I am solving one difficult problem and now I need information on this:
If $m\mid n$, is then possible to "embed" $D_m$ to $D_n$, or otherwise said, does $D_n$ have a subgroup isomorphic to $D_m$?
In my opinion, the answer is yes. This is my "proof" of this (I need you to check if it is correct): As $m\mid n$ there is $k$ such that $mk=n$. Now enumerate the vertices somehow, and take first, then $k+1, 2k+1,...,(m-1)k+1$ vertices. When you join them you shall be getting a regular $m$-tangle, and permutations restricted on it shall be exactly the elements of $D_m$. So, it is a subgroup of $D_n$.
Thanks for any advice (is the statement true, is my proof correct, a correct proof if this one is not correct,...).
Here is an algebraic proof that should help your geometric intuition. The Dihedral group $D_{n}$ has the presentation
$$ \langle x,y \mid x^n = y^2 = (xy)^2 = 1 \rangle $$
Suppose $n = km$. Identify a new element $z = x^{k}$, and consider the subgroup of $D_{n}$ generated by $z$ and $y$. Note that $z^{m} = x^{mk} = x^{n} = 1$. Moreover, $$(zy)^{2} = (x^ky)^2 = x^{k}yx^{k}y = x^{k-1}y^{-1}x^{k-1}y = x^{k-2}yx^{k-2}y = \cdots $$
and we eventually end up with either $y^{-1}y$ or $y^{2}$, both of which are equal to $1$. Then the subgroup generated by $z$ and $y$ has the presentation for $D_{m}$
$$ \langle z,y \mid z^{m} = y^{2} = (zy)^2 = 1 \rangle$$
Technically one would need to check that no other relations hold, but instead one can use an easy order argument and observe that this subgroup has order $2m$, exactly that of $D_{m}$, so no more accidental identifications will occur.