Answer
See below.
Work Step by Step
By Pythagorean's Theorem we know that $a^2+b^2=c^2\\(m^2-n^2)^2+(2mn)^2=(m^2+n^2)^2\\m^4+n^4-2m^2n^2+4m^2n^2=m^4+n^4+2m^2n^2$
This is true, thus $a,b,c$ are sides of a right triangle.
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