The exponential term $\mathrm e^{iM\sin\omega_mt}$ is a periodic signal with period $\frac{2\pi}{\omega_m}$ and can be expanded by the exponential Fourier series: $$ \mathrm e^{iM\sin\omega_mt}=\sum_{n=-\infty}^\infty C_n\mathrm e^{in\omega_mt} $$ where
$$ C_n=\frac{\omega_m}{2\pi}\int_{-\pi/\omega_m}^{\pi/\omega_m}\mathrm e^{iM\sin\omega_mt}\,\mathrm e^{-in\omega_mt}\mathrm d t $$ By changing variables $\omega_mt= x$, we get $$ C_n=\frac{1}{2\pi}\int_{-\pi}^{\pi}\mathrm e^{i(M\sin x-nx)}\,\mathrm d t=J_n(M) $$ where the integral is the integral representation of the Bessel function $J_n(M)$ of the first kind and order $n$