However,the series obtained has a very small convergence radius.It would virtually do you no good.If u have definite integrals involving C(x),then learn they are tabulated.
Since the power series for \cos(x) converges for all x, so do the power series for \cos(x^2) and \int \cos(x^2)dx.
It may take some computational power if you're interested in values of x that are far from 0.