The i's and j's in the integrand are just the indices of the wave functions.

This appears to be a quantum mechanics based problem so you should already know that the schrodinger equation has an infinite set of eigenfunctions corresponding to the eigenvalues (or energy levels) of the Schrodinger equation. The subscript i then just denotes which eigenfunction out of the set you are referring to. In the integrand the j is simply a different letter to i to signify the integral over any two eigenfunctions from the set.

Note that the i in the exponent of each wave function is the imaginary number i not the subscript.

Firstly no matter what you do you cannot just ignore the exponential term - you must include it.

Now, what you need to do depends on what exactly you have been asked to find.

If you just need to show that these two functions and are orthonormal then you need to carry out three integrals. Carry out the integral in your jpeg for i=j=1 and i=j=2 and show that both are equal to 1. This shows the functions are normalised. Finally carry out the same with i=1 and j=2 and show the result to be zero. This shows they are orthogonal and hence they are orthonormal.

If you actually have to show that all the wave functions are orthonormal to one another then you need to carry out the general integral where the wavefunctions are functions of j and then show the integral is equal to the Kronekker delta (as you said).

Hope that helped!