Since $(m,n)=1$, by Euler's Theorem, we have $m^{\varphi(n)}-1=nk$ for some $k\in\mathbb{Z}$, and $n^{\varphi(m)}-1=mj$ for some $j\in\mathbb{Z}$.
\begin{align}
(m^{\varphi(n)}-1)(n^{\varphi(m)}-1)&=(nk)(mj)\\
m^{\varphi(n)}n^{\varphi(m)}-m^{\varphi(n)}-n^{\varphi(m)}+1&=(mn)(jk)\\
m^{\varphi(n)}+n^{\varphi(m)}-1&=(mn)(-jk)+m^{\varphi(n)}n^{\varphi(m)}\\
m^{\varphi(n)}+n^{\varphi(m)}-1&=(mn)[jk+m^{\varphi(n)-1}n^{\varphi(m)-1}]\\
\end{align}
Hence, $m^{\varphi(n)}+n^{\varphi(m)}\equiv 1\mod{mn}$