To do choose what you think is the inside function and set that equal to u. Then derive u so that the derived function is equal to du/dx. Rearrange that so that you have a function for dx in terms of du and x. Go back to the original function and plug u in and what you solved for dx in for dx. Now cross things out and integrate with u still present. Once integrated the integrand and the du disappear. Now plug the original function back in for u. Add plus c to the end of your function. Now you have your integrated function.
Example: Integrate Sin3x
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