Prove there is a lift of $p_m$ through $p_n$ if and only if $m=nk$, for some $k \in \mathbb{Z}$.
Clearly we have to use the Theorem that says: there exists a lift of $f$ (that is, a continuous map $g : Z → C$ for which $p ∘ g = f$ and $g(z) = c$) if and only if the induced homomorphisms $π(f) : π_1(Z, z) → π_1(X, f(z))$ and $π(p) : π_1(C, c) → π_1(X, f(z))$ at the level of fundamental groups satisfy
$π_1(f)(π_1(Z,z)) \subset π_1(p)(π_1(C,c))$
So we have to define those applications between $p_m$ and $p_n$, verify that the lift exists and see why the equality $m=nk$ shows.