To show that R is a partial order you need to show reflexivity, antisymmetry, and transitivity.
$\mathbf{Reflexivity}$: Given any $(x,y) \in \mathbb{Z} \times \mathbb{Z}$, is $(x,y)R(x,y)$? Certainly yes, since condition 2 of the relation is satisfied.
$\mathbf{Antisymmetry}$: Suppose $(x,y)R(z,w)$ and $(z,w)R(x,y)$. We must show that in fact $(x,y) = (z,w)$.
Now, look at $(x,y)R(z,w)$. This means one of the 2 conditions is satisfied. It cannot be the first, that $x<z$, since then $(z,w)R(x,y)$ could not be true.
Thus we must have condition 2 satisfied: $x=z$ and $y\leq w$.
Now looking at $(z,w)R(x,y)$, we know this cannot satisfy condition 1 ($x< z$) since $x=z$, thus it satisfies condition 2: $w\leq y$. Therefore we have $y \leq w$ and $w \leq y$, therefore $w = y$. And since $x=z$, the two pairs are equal.
$\mathbf{Transitivity}$: Suppose $(x,y)R(z,w)$ and $(z,w)R(a,b)$. We want to show that $(x,y)R(a,b)$.
You're going to have to break this into cases based on which of the 2 conditions are satisfied in each case, but it should be pretty straightforward.