This too can be handled without the definite integrals. First notice that:
$$\sum_{i=1}^{n} x^i=x\frac{x^n-1}{x-1}$$
(You should be able to prove the above as it is a simple geometric progression).
Differentiate both the sides with respect to ##x## to obtain:
$$\sum_{i=1}^n i\,x^{i-1}=\frac{nx^{n+1}-(n+1)x^n+1}{(x-1)^2}$$
$$\Rightarrow \sum_{i=1}^n i\,x^{i}=\frac{nx^{n+2}-(n+1)x^{n+1}+x}{(x-1)^2}$$
Replace ##x## with ##e^{-2/n}## and divide by ##n^2## on both the sides to obtain:
$$\sum_{i=1}^n \frac{ie^{-2i/n}}{n^2}=\frac{ne^{-2-4/n}-(n+1)e^{-2-2/n}+e^{-2/n}}{(e^{-2/n}-1)^2n^2}=\frac{n+e^{2/n+2}-e^{2/n}(n+1)}{e^2(e^{2/n}-1)^2n^2}$$
$$\Rightarrow \sum_{i=1}^n \frac{ie^{-2i/n}}{n^2}=\frac{-n(e^{2/n}-1)+e^{2/n}(e^2-1)}{e^2(e^{2/n}-1)^2n^2}=\frac{-2\left(\frac{e^{2/n}-1}{2/n}\right)+e^{2/n}(e^2-1)}{4e^2\left(\frac{e^{2/n}-1}{2/n}\right)^2}$$
Notice that as ##n\rightarrow \infty##, ##e^{2/n} \rightarrow 1## and ##\frac{e^{2/n}-1}{2/n} \rightarrow 1##, hence,
$$\lim_{n\rightarrow \infty}\frac{-2\left(\frac{e^{2/n}-1}{2/n}\right)+e^{2/n}(e^2-1)}{4e^2\left(\frac{e^{2/n}-1}{2/n}\right)^2}=\frac{-2+e^2-1}{4e^2}=\boxed{\dfrac{e^2-3}{4e^2}}$$
Moral: It is better to use definite integrals.
