Remark
The converse does not always hold. That is, there are finite groups G with divisors d of |G| for which there is no element of order d.
For example, there is no element of order 15 in S5, while clearly 15 divides 120, the order of S5. To see that there is no such element, note that the disjoint cycles notation of an element of order 15 should either have a 15-cycle or cycles of orders 3 and 5; both alternatives are impossible as there are only 5 letters.