short ans: you've forgotten one very important thing, namely, the derivative of a unit step function, is the delta function.
longer ans: (by the way, symbols, x, y, h, s etc,... were kind of mixed up in your post so I will define them again)
x(t) input signal, y(t) output signal, h(t) impulse response, s(t) unit step response, u(t) unit step function.
X(s), Y(s), H(s), S(s)... etc.. are Laplace Transformed quantities.
you are given x(t) = u(t) -u(t-2) and that s(t) =e^{-t} u(t) which is the response of a u(t) input. ie. the results of
s(t)=\int_{-\infty}^{\infty} u(\tau) h(t-\tau) \,d\tau where h(t) is the yet to be determined impulse response that characterise the system. Ok, now LTI system has a nice property called linearity that means
f(aX+bY) = a f(X) + b f(Y)
And this works nicely (in this case) because your x(t) is made up of just step functions and you are given the response for a step function s(t) already!
so if u(t) gives your s(t) then u(t) - u(t-2) will give you s(t) - s(t-2).
to see that u(t-a) does lead to s(t-a), just do a change of variable as follow
recall: s(t)=\int_{-\infty}^{\infty} u(\tau) h(t-\tau) \,d\tau
now you have instead
\int_{-\infty}^{\infty} u(\tau-2) h(t-\tau) \,d\tau
let \kappa = \tau-2, \; d\kappa = d\tau then
\int_{-\infty}^{\infty} u(\kappa) h(t-(\kappa+2)) \,d\kappa<br />
=\int_{-\infty}^{\infty} u(\kappa) h((t-2)-\kappa) \,d\kappa<br />
=s(t-2)
Usually this is all you need to get your result...which may explain why your prof did not show more workings... But to prove to you that this is indeed correct, we can try this again in the long way. ie. first acquire h(t) from s(t) then do the convolution integral (or go to frequency domain by Laplace transform). I shall cut the narrative for the following (to save me some time)... just showing you the maths, symbols are as described above
h(t) = \frac{d s(t)}{dt} = -e^{-t}u(t) + e^{-t}u'(t)=<br />
-e^{-t}u(t) + e^{-t}\delta(t)
H(s) = -\frac{1}{s+1}+1
X(s) = \frac{1}{s} - \frac{e^{-2s}}{s}
Y(s) = H(s)X(s) = \frac{1-e^{-2s}}{s+1} \;<br />
\Rightarrow\; y(t) = e^{-t}u(t) - e^{2-t}u(t-2)
try it!