What do I know?
If d | mn, there exist an integer k such that dk = mn.
I also know that because gcd(m, n) = 1 there exist some integers x and y such that mx + ny = 1.
I am having trouble to prove the statement because I don't even know how to start. Am I missing a key insight?
We have that $dk_0 = mn$
Let $a,b \in \mathbb{N}$ such that $a,b\gt1$ and $a|m $ and $b |n$ (Assuming $m,n\gt1$)
So, $m = ak_1$ and $n = bk_2$. Thus, $mn = abk_1k_2$ giving $dk_0 = abk_1k_2$.
Since $k_1|m$ and $k_2|n$, we know that $k_1k_2|mn$.
Now we can let $k_0 = k_1k_2$, giving $d = ab$.
Finally, since $gcd(m,n)=1$, we know that $a$ and $b$ must be unique. ($b\ne a)$