dwsmith said:
We have learned it but we are supposed to try this without those methods so we will have more appreciation for them.
Well, what methods are you allowed to use? As RV said above, the Fundamental Theorem is inapplicable here. I suppose you could try to fiddle around with other parametrizations, and see if you can dream up one that has an antiderivative. What if you tried something like
$$z=e^{if(t)}\implies dz=i f'(t) e^{if(t)}\,dt.$$
Then you'd get
$$\int_{\gamma}\frac{e^{z}}{z}\,dz=\int_{a}^{b} \frac{ e^{e^{if(t)}}}{e^{if(t)}}\,i f'(t) e^{if(t)}\,dt=\int_{a}^{b} e^{e^{if(t)}}\,i f'(t) \,dt=i\int_{a}^{b} e^{e^{if(t)}}\,f'(t) \,dt.$$
Now, what we would like is for
$$\frac{d}{dt}e^{if(t)}=if'(t),$$
because then we could use the chain rule. Can we solve this DE? Well, we compute the LHS thus:
$$i f'(t)e^{if(t)}=if'(t).$$
If $f'(t)=0$, then we get $f(t)=\text{const}$, which will not produce a valid parametrization. So, if we cancel we get $e^{if(t)}=0$. This equation has no solutions.
Therefore, this kind of parametrization will not yield an integral that will succumb to a substitution.
What about by-parts? With the previous substitution, we arrived at
$$i\int_{a}^{b} e^{e^{if(t)}}\,f'(t) \,dt.$$
By-parts yields
$$i\left[\int_{a}^{b} \underbrace{e^{e^{if(t)}}}_{u}\,\underbrace{f'(t) \,dt}_{dv}\right]=i\left[e^{e^{if(t)}}f(t)\Big|_{a}^{b}-\int_{a}^{b} e^{e^{if(t)}}e^{if(t)}if'(t)\,f(t) \,dt\right].$$
Now let's try again for a substitution. We would like
$$\frac{d}{dt}(e^{if(t)}+if(t))=if'(t)f(t).$$
Performing the indicated differentiation yields
$$e^{if(t)}if'(t)+if'(t)=if'(t)f(t).$$
The option $f'(t)=0$ isn't a good option, again, so we cancel:
$$e^{if(t)}+1=f(t).$$
You can solve for $f(t)$ in terms of the product log function, but the result is a constant again.
Gotta go. Maybe these failed attempts will suggest something to you.