Well, Wolfram Mathematica does not always take the best decisions solving integrals.But, when you are writing you can select how you enter the input. There, you can choose Wolfram | Alpha query, a little wolfram logo will appear, next to it you can write the integral, then you evaluate the cell, the answer will appear (same appereance that the online integrals wolfram solver,that shows the solution,the plot of the integrals, alternate forms etc. .), then on the right part of the top you must click: "Step-by-step-solution">show all steps. That's all!, hope it helps. For doing it you'll need internet connection.