Hint Let $km = n$ then if $b^{mk} - a = 0$ then $(b^m)^k - a = 0$ so maybe $x^k-a$ is the minimal polynomial?
Hint' Show that if $x^k-a$ has a factor then so does $x^{mk} - a$.
Given a field extension $K/L$ then $K$ is a vector space with coefficients in $L$ of dimension $\left[K:L\right]$ which is called the degree of the field extension.
The vector space $F(b^m)$ is spanned by $F$-linear combinations of the basis vectors $\left\{1,b^m,b^{2m},\ldots,b^{(k-1)m}\right\}$ so $\left[F(b^m):F\right] = k$.
Furthermore $\left[F(b):F\right] = n$ and $\left[F(b):F(b^m)\right] = m$ (prove these, for the second one use that $b$ is the minimal polynomial of $z^m - b^m$ [why can we not just use $z-b$?] in $F(b^m)$) so by $mk = n$ we have the identity $\left[F(b):F(b^m)\right]\left[F(b^m):F\right] = \left[F(b):F\right]$.
Why is $F(b^m)$ spanned by $F$-linear combinations of $\{1,b^m,b^{2m},…,b^{(k−1)m}\}$?
$F(b^m)$ is the field generated by all well defined sums differences products and fractions of the elements $F \cup {b^m}$. So that means it includes $b^m, (b^m)^2, (b^m)^3, \ldots$ but since $b^m$ satisfies a polynomial every power of $b^m$ higher or equal to $k$ can be reduced by it to a linear combination of lower powers. Similarly $(b^m)^{-1} = a (b^m)^{k-1}$, of course the sum of linear combinations is again a linear combination so we have seen that $F$-linear combinations of $\{1,b^m,b^{2m},…,b^{(k−1)m}\}$ span $F(b^m)$. The fact it's an independent basis (i.e. cannot be made smaller) comes from the polynomial being minimal.