Let $p$ be a prime.
Let $G$ be a finite group of order $n$.
If $p^k \divides n$ then $G$ has at least one subgroup of order $p^k$.
From Composition Series of Group of Prime Power Order, a $p$-group has subgroups corresponding to every divisor of its order.
Thus, taken with the First Sylow Theorem, a finite group has a subgroup corresponding to every prime power divisor of its order.