Let a be some constant.
In an integral, when you meet the form of a
2 + x
2, then you may use the trig substitution x = a \tan \theta
If you meet the form of a
2 - x
2, then you can to use a trig substitution x = a \sin \theta
If you meet the form of x
2 - a
2, then you can to use a trig substitution x = a \sec \theta.
You can take a look
here.
So in this problem, what you should do is to use the trig substitution y = x \tan \theta.
\Rightarrow dy = \frac{x d ( \theta )}{\cos ^ 2 \theta}
Ok, let's see if you can go from here. :)
Hint: You should use the identity 1 + tan
2x = sec
2x.
By the way, I advise you to
re-read the book. Read again from the very
first lesson of integral, if possible, and make sure you understand everything. It won't do you any harm, I promise. Just for your own sake. :)