Let $C$ be the category of finitely generated abelian groups. If $M$ is a finitely generated abelian group, then define its dual as $M^* = \operatorname{Hom}(M,\mathbb{Q}/\mathbb{Z})$.
Now I want to show that $M$ and $M^{**}$ are canonically isomorphic.
I know that we need to use the structure theorem of abelian groups, but don't get how to use it to show isomorphisam.
The statement should be about finite abelian groups as Jeremy Rickard remarks.
The structure theorem tells you that $M$ is a direct sum of finite cyclic groups. Thus you are reduced to prove the statement for a finite cyclic group.
Can you prove it for $M=\mathbb{Z}/n\mathbb{Z}$?
In the previous part it is taken for granted the existence of a canonical homomorphism $M\to M^{**}$, which exists in a much more general context. If $A$ is any commutative ring and $K$ is a fixed $A$-module, we can define $M^*=\operatorname{Hom}_A(M,K)$ and a canonical homomorphism $M\to M^{**}$ is easy to define like for vector spaces. The task here is to prove that
the homomorphism is injective when $A=\mathbb{Z}$ and $K=\mathbb{Q}/\mathbb{Z}$;
the homomorphism is surjective when $M$ is a finite abelian group.
Note that 1 holds for any abelian group (because $\mathbb{Q}/\mathbb{Z}$ is a cogenerator. Instead 2 doesn't hold generally, but it does for finitely generated modules using, as hinted, the structure theorem.