Using the Lemma, it can be seen that $\dbinom{m}{r}$ is a positive integer, since,
$\dbinom{m}{n} = \dfrac{(m)!}{n!(m-n)!}$
Now, for positive integers $r$ and $m$, consider, the quantity
$$\dfrac{1}{r} \dbinom{rm}{m}$$
Since $\displaystyle \dbinom{m}{r} = \dfrac{m}{r} \dbinom{m-1}{r-1}$,
$$\implies \dfrac{1}{r} \dbinom{rm}{m} = \dbinom{rm-1}{m-1} \tag{1}$$
Thus, by $(1)$,
$\displaystyle \dfrac{1}{r}\dbinom{rm}{m} \in \mathbb{N} $
Let $\displaystyle \text{P} = \prod_{r=1}^{n} \dfrac{1}{r} \dbinom{rm}{m}$
$\displaystyle = \prod_{r=1}^{n} \dfrac{(rm)!}{[(r-1)m!](n!)r}$
$\displaystyle = \dfrac{1}{m! (n!)^m} \prod_{r=1}^{n} \dfrac{(rm)!}{((r-1)m!)} \tag{*} $
Note that $(*)$ telescopes, thus,
$\displaystyle \text{P} = \dfrac{(mn)!}{(n!)^m m!}$
But, since $\text{P}$ is a product of positive integers, it is itself a positive integer.
$$\displaystyle \implies \dfrac{(mn)!}{(n!)^m m!} \in \mathbb{N} \qquad \square$$