Show that $(\mathbb{Z}_{n} \times \mathbb{Z}_{n} , +)$ is not isomorphic to $ (\mathbb{Z}_{n^{2}} , +)$
I know that isomorphism preserves the order. In the first group there is no element of order $n^{2}$ but there is in the second group. So these groups are not isomorphic.
I think I am right. Is there another way to solve this problem?
Yes, you're correct (assuming $n>1$).
Suppose $\varphi: G\to H$ is a group isomorphism. Let $g\in G$ with order $m$. Then $\varphi(g)$ has order $m$ in $H$.
Another way to prove they're not isomorphic, although it's overkill, is to employ the Fundamental Theorem of Finitely Generated Abelian Groups.