The integral in the third line is supposed to equal one, or unity. That is what normalisation means in this case. If N =1 the integral will almost certainly not be =1. Find out what it is leaving N in it, and then what N has to be for that to equal 1.
The two equations at the bottom give results you probably didn't know that will be required to evaluate the integral. You will need the definitions in the fourth and fifth lines. The integral might need to be done in parts which might result in iteration and terms like the one in the fourth line - but that is only a guess.