The substitution rule, a.k.a. integration by substitution, or $u$-substitution, is the most common technique of integration. If $F'= f$, then
$$ \int f(u) \frac{du}{dx} dx = F(u) + C.$$
By choosing a suitable function $u$, we can often convert hard integrals into much easier integrals that we know how to evaluate. Unfortunately, there is no magic formula for deciding what $u$ should be — this is a toolkit, not a recipe.