I need compute this definite integral for values 0 < n < 1. I am not sure how to begin at all. I was able to compute the indefinite integral for the special case of n = 1/2, but I am unable to use the same strategies of substitution.
$I(n) = \int^{+\infty}_{-\infty} \dfrac{e^{nx}}{1+e^x}\, dx$
$$ \begin{align} \int_{-\infty}^\infty\frac{e^{nx}}{1+e^x}\mathrm{d}x &=\int_{-\infty}^\infty\frac{e^{(n-1)x}}{1+e^x}\mathrm{d}e^x\\ &=\int_0^\infty\frac{t^{n-1}}{1+t}\mathrm{d}t\tag{1}\\[5pt] &=\mathrm{B}(n,1-n)\tag{2}\\[10pt] &=\Gamma(n)\Gamma(1-n)\tag{3}\\[5pt] &=\frac{\pi}{\sin(\pi n)}\tag{4} \end{align} $$ $(1)$: $t=e^x$
$(2)$: Beta Function identity
$(3)$: Beta Function identity using $\Gamma(n+(1-n))=\Gamma(1)=1$
$(4)$: Gamma function identity
The identities in both $(2)$ and $(3)$ are justified in this answer.
The identity in $(4)$ is justified in this answer.
The special case of $n=\frac12$ thus yields a value of $\pi$. If that is all you are really interested in, we can simplify the preceding argument as follows: $$ \begin{align} \int_{-\infty}^\infty\frac{e^{x/2}}{1+e^x}\mathrm{d}x &=\int_{-\infty}^\infty\frac{e^{-x/2}}{1+e^x}\mathrm{d}e^x\\ &=\int_0^\infty\frac{1/t}{1+t^2}\mathrm{d}t^2\tag{5}\\ &=2\int_0^\infty\frac1{1+t^2}\mathrm{d}t\tag{6}\\[9pt] &=\pi\tag{7} \end{align} $$ $(5)$: $t^2=e^x$
$(7)$: substitute $t=\tan(\theta)$