Weierstrass Substitution is also referred to as the Tangent Half Angle Method.
Basically it takes a rational trigonometric integrand and converts it to a rational algebraic integrand via substitutions. The reason it is so powerful is that with Algebraic integrands you have numerous standard techniques for finding the AntiDerivative; Long Division, Complete the Square, Partial Fraction Decomposition, and Trig Substitution.
See the third example involving Secant and check the section "derivation" to see what dx is and why.
I do not teach this to my HS students as we do not have enough time given all the other techniques there are to learn. But this is a cool and powerful tool for Integration.