I'm trying to prove that if $\left | G \right |>1$ is not prime, there exists a subgroup of $G$ which is non-trivial, where $G$ is finite.
I know that the question has been answered multiple times, for example. But for many of the answers given, they say that "$|G|=mn$ with $m,n>1$, then $\langle g^m\rangle$ and $\langle g^n\rangle$ are proper subgroups", in order to complete the proof.
However, I've come accross a theorem on Proof Wiki stating that Group does not Necessarily have Subgroup of Order of Divisor of its Order, so how are we certain that in the case above, that $\langle g^m\rangle$ even exists, and is it always true that $\left | \left \langle g^{m} \right \rangle \right | = n$ ?
edit: For the Proof Wiki theorem, does it not apply to cyclic groups, as this University of Washington PDF states that "3. Suppose $G$ is a finite cyclic group. Let $m = |G|$. For every positive divisor $d$ of $m$, there exists a unique subgroup $H$ of $G$ of order $d$."
Here is a bit unsatisfactory answer. I'd be curious to hear a more beautiful answer using e.g. Lagrange. Nevertheless, here goes:
Pick a random element $g$, not equal to the identity and look at the group $\langle g \rangle$ generated by $g$.
We know it is not the one-element group because it contains at least two elements: $e$ and $g$ itself.
We are now left with two possibilities. The first one is that $\langle g \rangle$ is not equal to all of $G$. In that case we are done and have a group of the type we were looking for without putting in any effort. This is the unsatisfactory case.
In the second case we have that $\langle g \rangle$ is all of $G$. But we also know that $\langle g \rangle$ is cyclic. It follows that $G$ is cyclic of order $mn$. Now, using cyclicity it is easy to show that the subgroup $\langle g^m \rangle$ has order at most $n$ and hence is a proper subgroup: just write down all its elements!
We have $g^m, g^{2m}, \ldots, g^{nm}$ and we know that $g^{mn} =e$ because $G$ was cyclic of order $mn$ by assumption, so this means that these elements are all the elements of $\langle g^m \rangle$. It looks like that there are $n$ of them, but as you point out in the comments we might have written down the same $k < n$ elements a number of times (actually $n/k$ times, showing that this is a whole number, showing in turn that $k|n$ but we do not really need this). What is not possible is that there are more elements than the $n$ written down here. So the number of elements of $\langle g^m \rangle$ is at most $n$, as claimed.
Finally you might worry that $\langle g^m \rangle$ could still be the one element group in this case, so that $g^m = e$ but then, since $g$ generates all of $G$ by assumption this would mean that $G$ had exactly $m$ elements and hence that $n =1$.
It feels like cheating because the assumption that $g$ generates $G$ does all the heavy lifting, but remember: we could make that assumption because in the alternative, when $g$ does not generate all of $G$, it would be even easier to find a proper subgroup.