I recognize this question has been asked many times before (here, here, and here) and in other forms (that $pq$ does not have a primitive root for example).
I am also self-studying Aluffi's Algebra and am wondering specifically about the last solution above I have linked.
We know that $\mathbb{Z}_{pq}^*$ has order $pq$ less the multiples of $p$ or $q$ between $1$ and $pq$. These multiples of $p$ are $p,2p,...,(q-1)p$, of $q$ are $q,2q,...,(p-1)q$, and of course their least common multiple $pq$. So the order is $pq - (p-1) - (q-1) - 1 = (p-1)(q-1)$.
We aim to show that there is no element of this order so that the group cannot be cyclic. Put $n = (p-1)(q-1) /2$. Both factors in the numerator are even so we can do this and still have both factors dividing $n$.
The last solution linked above uses that for $m\in \mathbb{Z}_{pq}^{*}$ we have $m$ in both $\mathbb{Z}_{p}^{*}$ and $\mathbb{Z}_{q}^{*}$, with $$ m^{n} \equiv m^{p-1} \equiv 1 \mod p \\ m^{n} \equiv m^{q-1} \equiv 1 \mod q.$$ From which we get $p,q | m^{n} - 1$ so $pq | (m^{n}-1)$ since $p,q$ are coprime. But how do we know that $$ m^{p-1} \equiv 1 \mod p \\ m^{q-1} \equiv 1 \mod q$$ without something like Lagrange's theorem? Aluffi doesn't develop a lot for us to work with...