Proof:
$m·n\in \mathbb N$
Suppose BWOC $n\notin \mathbb N$.
Then $n=0$, or $-n\in \mathbb N$.
Case 1: $n = 0$
$m·n\in \mathbb N$ and $m·0\in \mathbb N$
$0\in \mathbb N$. This is a false statement.
Case 2: $-n\in \mathbb N$
I don't know how to prove case 2 so that there will be a false statement. Any help is appreciated!
I'll use two of the axioms you mentioned being given- if $x$ and $y$ are natural, then so is $xy$ & either $x$ is natural, $x$ is $0$, or $-x$ is natural (for any integer $x$).
These are enough to tackle your case $2$, for if $-n$ is natural, then (by the first axiom I wrote above), $m(-n)$ must be natural so $-(mn)$ must be natural. But, $mn$ is natural (by assumption) which contradicts the second axiom. So $-n$ can't be natural. Since you've already ruled out $n=0$, by the second axiom again $n$ is natural.
(this is assuming you've proved the consistency of the axioms)