[This is just a repetition of the standard proof, mentioned for eg in KConrad’s notes and Weil’s Number Theory for Beginners]
We can briefly recall basic properties of cyclic groups.
Consider a cyclic group ${ G = \langle g \rangle }$ of size ${ n .}$ Let ${ G ^{'} \subseteq G }$ be a subgroup of size ${ m .}$ (By Lagrange’s theorem, ${ m \vert n }$). We can ask ourselves:
Is subgroup ${ G ^{'} }$ cyclic too?
Consider ${ \lbrace x \in \mathbb{Z} : g ^x \in G ^{'} \rbrace. }$ We see it is a subgroup of ${ \mathbb{Z} ,}$ hence is of the form ${ d \mathbb{Z} }$ with ${ d \geq 0 .}$ Note this set contains ${ n ,}$ hence ${ n \in d \mathbb{Z} }$ that is ${ d \vert n }$ (especially ${ d > 0 }$).
So ${ G ^{'} }$ ${ = \lbrace g ^x : x \in d \mathbb{Z} \rbrace }$ ${ = \langle g ^d \rangle }$ is cyclic. The smallest positive power of ${ g ^d }$ which equals ${ 1 }$ is ${ (g ^d) ^{\frac{n}{d}} = 1 .}$ So ${ G ^{'} }$ ${ = \langle g ^d \rangle }$ has size ${ m = \frac{n}{d} ,}$ that is the parameter ${ d = \frac{n}{m} .}$ Finally ${ G ^{'} = \langle g ^{\frac{n}{m}} \rangle .}$
So infact for every positive divisor ${ m \vert n ,}$ there is a unique subgroup of size ${ m ,}$ given by ${ \langle g ^{\frac{n}{m}} \rangle .}$
What are all the generators of ${ G }$ and ${ G ^{'} }$?
Say ${ g ^a }$ is a generator of ${ G = \langle g \rangle. }$ Note
$${ \begin{align*} &\langle g ^a \rangle = \langle g \rangle \\ \iff &\langle g \rangle \subseteq \langle g ^a \rangle \\ \iff &g = g ^{at} \text{ for some } t \in \mathbb{Z} \\ \iff &g ^{at - 1} = 1 \text{ for some } t \in \mathbb{Z} \\ \iff &at-1 \in n \mathbb{Z} \text{ for some } t \in \mathbb{Z} \\ \iff &1 \in a\mathbb{Z} + n\mathbb{Z} \\ \iff &1 \in \text{gcd}(a,n) \mathbb{Z} \\ \iff &\text{gcd}(a,n) = 1. \end{align*} }$$
So the distinct generators of ${ G = \langle g \rangle }$ are ${ \lbrace g ^a : 1 \leq a \leq n, \, \text{gcd}(a,n) = 1 \rbrace .}$ The size of this set is defined as ${ \varphi(n) .}$
We saw the distinct generators of any finite cyclic group ${ G = \langle g \rangle }$ are ${ \lbrace g ^a : 1 \leq a \leq \text{ord}(g), \, \text{gcd}(a, \text{ord}(g)) = 1 \rbrace .}$
Applying this to ${ G ^{'} = \langle g ^{\frac{n}{m}} \rangle ,}$ we see the distinct generators of subgroup ${ G ^{'} = \langle g ^{\frac{n}{m}} \rangle }$ are ${ \lbrace g ^{\frac{n}{m} a} : 1 \leq a \leq m, \, \text{gcd}(a, m) = 1 \rbrace. }$
Now consider the field ${ \mathbb{Z}/p\mathbb{Z} ,}$ and its group of invertibles ${ (\mathbb{Z}/p\mathbb{Z}) ^{\times} = \lbrace 1, \ldots, p-1 \rbrace. }$
We can study the structure of the group ${ (\mathbb{Z}/p\mathbb{Z}) ^{\times} .}$
For every ${ g }$ in the group, ${ \text{ord}(g) }$ must divide ${ p-1 .}$ So for every positive divisor ${ d \vert p - 1 ,}$ consider $${ O _d := \lbrace \text{order } d \text{ elements in } (\mathbb{Z}/p\mathbb{Z}) ^{\times} \rbrace , }$$ $${ S _d := \lbrace \text{solutions to } g ^d = 1 \text{ in } (\mathbb{Z}/p\mathbb{Z}) ^{\times} \rbrace . }$$
If it so happens that ${ O _{p-1} \neq \emptyset, }$ then it has a generator of ${ (\mathbb{Z}/p\mathbb{Z}) ^{\times} .}$ Let us check if ${ O _{p-1} \neq \emptyset .}$
Firstly, the group is disjoint union of ${ O _d }$ over all positive divisors ${ d \vert p - 1 .}$ Hence $${ p-1 = \sum _{d \vert p - 1} \#(O _d) .}$$
We can also bound the size of each summand:
Let ${ d }$ be a positive divisor ${ d \vert p - 1 .}$ Now ${ O _{d} \subseteq S _d }.$ But the polynomial ${ X ^d - 1 \in (\mathbb{Z}/p\mathbb{Z})[X] }$ has almost ${ d }$ roots in ${ (\mathbb{Z}/p\mathbb{Z}) }.$ Hence ${ \#( O _d ) \leq \#( S _d ) \leq d .}$
Let ${ d }$ be a positive divisor ${ d \vert p - 1 }$ with ${ O _d \neq \emptyset .}$
Now we can pick a ${ g \in O _d ,}$ and look at the subgroup ${ \langle g \rangle }$ of size ${ d .}$ Since ${ \langle g \rangle \subseteq S _d ,}$ and sizes ${ \#\langle g \rangle = d }$ and ${ \# (S _d) \leq d },$ we have ${ \langle g \rangle = S _d .}$ Hence
$${ \begin{align*} O _d &= \lbrace \text{order } d \text{ elements in } S _d \rbrace \\ &= \lbrace \text{order } d \text{ elements in } \langle g \rangle \rbrace \\ &= \lbrace \text{generators of } \langle g \rangle \rbrace \\ &= \lbrace g ^a : 1 \leq a \leq d, \text{gcd}(a,d) = 1 \rbrace. \end{align*} }$$
Especially ${ \# (O _d) = \varphi (d) .}$
So we have $${ \begin{align*} p-1 &= \sum _{d \vert p - 1} \# (O _d) \\ &= \sum _{d \vert p - 1 ; \, O _d \neq \emptyset} \# (O _d) \\ &= \sum _{d \vert p - 1 ; \, O _d \neq \emptyset} \varphi(d). \end{align*} }$$
But we already have $${ p - 1 = \sum _{d \vert p - 1} \varphi(d) .}$$
Because consider a cyclic group ${ G = \langle g \rangle }$ of size ${ n .}$ Now $${ \begin{align*} n &= \sum _{d \vert n} \#\lbrace \text{order } d \text{ elements in } G \rbrace. \end{align*} }$$ Let ${ x }$ be a generic order ${ d }$ element in ${ G. }$ It generates a subgroup ${ \langle x \rangle }$ of size ${ d .}$ But there is a unique subgroup of size ${ d ,}$ namely ${ \langle g ^{\frac{n}{d}} \rangle .}$ Hence ${ \langle x \rangle = \langle g ^{\frac{n}{d}} \rangle },$ that is ${ x }$ is a generator of ${ \langle g ^{\frac{n}{d}} \rangle .}$ So above equation becomes $${ \begin{align*} n &= \sum _{d \vert n} \#\lbrace \text{order } d \text{ elements in } \langle g \rangle \rbrace \\ &= \sum _{d \vert n} \# \lbrace \text{generators of } \langle g ^{\frac{n}{d}} \rangle \rbrace \\ &= \sum _{d \vert n} \varphi(d), \end{align*}}$$ as needed.
Hence $${ \sum _{d \vert p - 1 ; \, O _d \neq \emptyset} \varphi(d) = p - 1 = \sum _{d \vert p - 1} \varphi(d) ,}$$ giving ${ O _d \neq \emptyset }$ for every positive divisor ${ d \vert p - 1 .}$
Especially ${ O _{p-1} \neq \emptyset ,}$ giving a generator of ${ (\mathbb{Z}/p\mathbb{Z}) ^{\times} .}$
Above counting argument is non-constructive :/ ! It does not explicitly give a generator of ${ (\mathbb{Z}/p\mathbb{Z}) ^{\times} .}$