I came across the following problem: Let $p$ be a prime, prove that $$(p-1)^np^{(n^2-n)/2}\mid \prod_{k=1}^n(p^n-p^{k-1})$$ for any $n\in \mathbb{N}$. It is quite hard to prove it using elementary number theory. However, the problem becomes trivial if we notice that $|\operatorname{GL}_n(\mathbb{F}_p)|=\prod_{k=1}^n(p^n-p^{k-1})$ and $|\operatorname{B}_n(\mathbb{F}_p)|=(p-1)^np^{(n^2-n)/2}$, where $\operatorname{B}_n(\mathbb{F}_p)$ is the set of $A\in \operatorname{GL}_n(\mathbb{F}_p)$ that is upper triangular. And the proof follows immediately from Lagrange's theorem.
So that got me thinking, can every divisibility problem $m\mid n$ be solved using group theory and Lagrange? More precisely, if $m\mid n$, can we always find a group $G$ of order $n$ and a subgroup $H$ of $G$ of order $m$?
I know that the above is true for $m=p$ a prime by Cauchy's theorem or more generally for $m=p^k, k=\operatorname{ord}_p(|G|)$ by Sylow. But I also know that the converse of Lagrange's theorem is false in general.
I have tried a few different pairs of small $n,m$ and it seems to work out but I can't prove of disprove the above statement.