I am trying to solve the following problem:
Let $M$ and $N$ be two left $A$-modules. Prove that $Hom_A(M,N)$ has a left $Z(A)$-module structure with: $(a.f)(m)=a.f(m)$. Show $Hom_A(A,N) \cong N$ as $Z(A)$-modules.
I am a bit confused by this exercise since I could show a more general result:$Hom_A(M,N)$ is a left $A-$module rather than $Z(A)$-module (where I suppose that $Z(A)$ is the center of the ring $A$), here is the proof:
i.$(a.(f+g))(m)=a.((f+g)(m))=a.(f(m)+g(m))=a.f(m)+a.g(m)=(a.f)(m)+(b.f)(m)$ (the last equality holds since $N$ is a left $A$-module, I will use this fact to show the three remaining properties).
ii.$((a+b).f)(m)=(a+b).f(m)=a.f(m)+b.f(m)=(a.f)(m)+(b.f)(m)$
iii. $((ab).f)(m)=(ab).f(m)=a.(b.f(m))=a.((b.f)(m))=(a.(b.f))(m)$
iv. $(1_A .f)(m)=1_A. f(m)=f(m)$
So, to prove the properties I've only used the fact that $N$ is a left $A-$module, I don't understand the role of $Z(A)$ in here.
As for the last part, I don't understand what it means for two abelian groups to be isomorphic as $A-$modules; suppose I find an isomorphism between $Hom_A(A,N)$ and $Z(A)$, then it follows these two groups are isomorphic, but is this enough to affirm the two groups are isomorphic as $Z(A)-$modules.
I would appreciate if someone could clear these things up for me and suggest me how could I prove the statements of the problem.
If a ring $A$ is not commutative, there's no natural way to endow $\operatorname{Hom}_A(M,N)$ with the structure of $R$-module, where $M$ and $N$ are left (or right, if you prefer) $A$-modules.
You're trying to define, for $f\in\operatorname{Hom}_A(M,N)$ and $a\in A$, $$ af\colon M\to N,\quad af\colon x\mapsto af(x)=f(ax) $$ However, this is not a homomorphism of $A$-modules. Set, for ease of calculation, $g=af$. The map $g$ is easily seen to be a homomorphism of abelian groups (under $+$); so, let $b\in A$; we wish to prove that $$ g(bx)=bg(x) $$ for all $x\in M$. But this amounts to saying that $$ af(bx)=b(af(x)) $$ or, since $f$ is a homomorphism of $A$-modules, $$ abf(x)=baf(x) $$ that is $$ (ab-ba)f(x)=0. $$ You see that there's no reason for this to hold, because in general $ab-ba\ne0$ in a noncommutative ring.
However, this shows that if you suppose $a\in Z(A)$ (the center of $A$), the equality $ab=ba$ holds for all $b\in A$, by definition. Thus $\operatorname{Hom}_A(M,N)$ can be given a structure of module over $Z(A)$.
For the last part, consider the obvious map $$ v\colon \operatorname{Hom}_A(A,N)\to N $$ defined by $v(f)=f(1)$ and prove it is an isomorphism of $Z(A)$-modules.