The solution in two cases as definite and indefinite integral are attached (computed by Mathematica), but take care to the restrictions that Mathematica put for the case of definite integral from 0 to infinity (on constants K, Phi and B: k > 1/2, Phi > 0, B > 0 for real values of K, Phi and B).
Sir I was able to do this using mathematica. But I need to solve without using it. Even sometimes you cannot trust mathematica. So I would like to do by hand.
If you want to solve it manually, an integral giving the hypergeometric function is attached, so use U-substitution technique to change your integral variable (w) to a suitable one that enables you to use the attached formula.