You can integrate the first two terms using substitutions, and the third using a double angle identity.
I am puzzled by this. The given problem, to integrate , I presume around the unit circle, is not difficult but it is a typical "Calculus III" or "Calculus of several variables" problem while the part you are stuck on is standard "Calculus I". You need a review! Go back to your Calculus I text and look at the chapter on trig integrals.