Let $x \mid y$ stand for "$x$ evenly divides $y$." If $x \mid y$ and $y \mid x$ then $x=y$. Hence, the divisibility relation is antisymmetric. (It is indeed a partial order.)
The fact that for non-negative integers $x \mid y$ and $y \mid x$ imply that $x=y$ is not surprising, but if you want a full proof, consider this: $x$ evenly divides $y$ if there exists a non-negative integer $n$ such that $y = nx$. Likewise, if $y$ evenly divides $x$, then there exists a non-negative integer $m$ such that $x = my$.
If both conditions are true, consider two cases. If $x=0$, then $y = n0 = 0$. Otherwise, substitution gives you $x = mnx$, and dividing both sides by $x$ (which we can, because we are now assuming that it is non-zero), we get $1 = mn$. The only solution for $m,n$ nonnegative integers is $m=n=1$, which finally gives $x=y$.
Note that assuming that the integers are non-negative is important. Otherwise, $-3$ divides $3$ and vice versa, but $-3 \neq 3$.