Let me outline the idea leaving the proofs as an exercise. Let $$U = \{W^k : 0 \leq k \leq M - 1\},$$ where $W = e^{2\pi i /M}$. Let $$U^L = \{z^L : z \in U\}.$$
If you are not familiar with the language of groups, just recall that:
If $L$ and $M$ are relatively prime, then there exist $r, s \in \mathbf Z$ such that $$Lr + Ms = 1$$
Conclude that:
$W^k \in U^L$, for every $0 \leq k \leq M - 1$.
Hint: $W^k= W^{kLr + kMs} = e^{2\pi i (kLr + kMs)/M} = \dots$
Therefore,
$U = U^L$
Hint: count how many elements each set has
If you are familiar with the language of groups, regard $U$ as a subgroup of $\mathbf C^\times$.
$U$ is isomorphic to $\mathbf Z /M\mathbf Z$
Hint: consider the map $\varphi: \mathbf Z \rightarrow U$ given by $\varphi(k) = W^k$.
Under the above isomorphism, the set $$U^L = \{z^L : z \in U\}$$ is identified with $$L\mathbf Z/M \mathbf Z = \{ Lr + M \mathbf Z : r \in \mathbf Z\}.$$
If $L$ and $M$ are relatively prime, then there exists $r \in \mathbf Z$ such that $$Lr \equiv 1 \mod M$$
Hint: there exist integers $r$ and $s$ such that $Lr + Ms = 1$.
Conclude that
If $L$ and $M$ are relatively prime, then $$L\mathbf Z/M \mathbf Z = \mathbf Z/M \mathbf Z.$$ Hence, $U^L = U$.