This group is a finitely generated Abelian group so it has a simple structure of the form
$$ \mathbb{Z} \times \mathbb{Z}_{n_1} \times \dots \times \mathbb{Z}_{n_k} $$
My question is, what is this structure? I can't find any non-trivial torsion so at this point I assume it is infinite cyclic, but I don't know how to proceed. (This is not homework)
This is an Abelian group. In additive notation it would be $\left<x,y\mid mx-ny=0\right>$.
The structure is given by the Smith Normal Form of the matrix $\pmatrix{m&-n}$. This is $\pmatrix{g&0}$ for $g=\gcd(m,n)$ and so $G\cong\Bbb Z/g\Bbb Z\oplus\Bbb Z$.