I am doing a differential equation for my physics class, and I have gotten to $$\frac{d}{dt}\left[e^{\text{kt}} v_y(t)\right]=-g e^{\text{kt}}$$ and just want to perform a definite integral. $$\int_{v_y(0)}^{v_{y}(t)} d\left[e^{\text{kt}} v_y(t)\right]=\int_{0}^{t} -g e^{\text{kt}} \, dt$$
When the derivative is undone by the integral, which variable do I evaluate for the bounds on the left integral?
Call the variable $u(t,v_y) = e^{kt}v_y$, so the LHS of your last equation becomes
$$ \int_{u(0,v_{y_0})}^{u(t,v_{y})}{\rm d}u = u(t,v_{y}) - u(0,v_{y_0}) $$
That is, the variable is $u$