If $m \mid n$, show that there is a one-to-one homomorphism $\mathbb{Z}_m \to \mathbb{Z}_n$. Give an explicit homomorphism $\varphi : \mathbb{Z}_6 \to \mathbb{Z}_{12}$ that is injective, i.e., one-to-one.
Can the map $a+ \mathbb{Z}_m \to a+\mathbb{Z}_n$, where $a$ belong to $\mathbb{Z}$, be an example?
No. What is $a+\mathbb Z_m$ ? Anyway, if $m\mid n$, then $$\varphi (k)=k\frac{n}{m},\quad k\in \mathbb Z_m$$ is the only injective homomorphism.