The exercise doesn't tell that a is interger or real number, then I just consider it as real number.
As your suggestion, I do following,
Let Z = X-Y, where |Z|>0 and Z \in[-1,1]
E[|Z|a] = \int^{1}_{-1}Zadz
= \int^{1}_{0}Zadz - \int^{0}_{-1}Zadz
= \frac{1}{a+1} - \frac{1}{a+1}(-1)a+1...