If $y=mx$, plugging in $x=0$ will result in $y=m\cdot 0=0$. Hence, the line passes through the origin, which is the point $(0,0)$.
Let's analyze the other answers and show that generally they are not true.
a) For a line to be parallel to the x-axis, y must be constant. If the equation of the line is $y=mx$, this happens just for $m=0$: otherwise $y$ would vary proportionally to $x$.
b) An equation of the type $y=mx$ can never represent a vertical line, because the slope of a vertical line is not finite.
d) The x-axis' equation is $y=0$, so $y=mx$ will coincide with the x-axis if and only if $m=0$.