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I know that $p_i$ is an odd prime, $(\frac{a}{p_i}\equiv a^{\frac{p_i-1}{2}} \pmod p$).

But I don't know how to solve this problem...

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First note that for $(a,n)=1$, $a^{n-1}\equiv 1 \pmod{n}$, so $n$ must be a product of distinct odd primes, or we would have $p\mid \phi(n)$, so there would be $a$ with $(a,n)=1$, and $a$ has order $p$ in the multiplicative group. But then we'd have $p\nmid n-1$, so we can't have $a^{n-1}\equiv 1\pmod{n}$.

Then by the Chinese remainder theorem, we have that $$\newcommand{\ZZ}{\mathbb{Z}}\ZZ/n\ZZ\cong \prod_i \ZZ/p_i\ZZ$$ for $p_i$ distinct odd primes. Then looking coordinatewise, we see that for each prime $p_i$, $a^{(n-1)/2}\equiv \left(\frac{a}{n}\right)\pmod{p_i}$. Assume for contradiction that $n$ is not itself prime, so that $n/p_i\ne 1$. Then multiplying each side of our equation by $\left(\frac{a}{p_i}\right)$, we have $$a^{(p_i(n/p_i)+p_i)/2-1}=a^{p_i(n/p_i+1)/2 - 1}=a^{-1}(a^{p_i})^{(n/p_i+1)/2}=a^{(n/p_i-1)/2}=\left(\frac{a}{n/p_i}\right)\pmod{p_i}.$$

Now in particular, this is true for $i=1$. I.e., we have that $$a^{(n/p_1-1)/2}=\left(\frac{a}{n/p_1}\right)\pmod{p_1}.$$ However, applying the Chinese remainder theorem, we can choose $a$ to be 1 mod $p_i$ for $i\ne 2$, and $a$ to be a nonsquare mod $p_2$. Then this equation becomes $$1=-1 \pmod{p_1}.$$

Contradiction. Hence $n$ must be prime.

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