$$\int^{\pi/2}_{0} \frac{1}{\sin^4x + \cos^4 x} \,dx$$
First I solve the indefinite integral $$\int \frac{1}{\sin^4x + \cos^4 x} \,dx=\frac{\sqrt2}{2}\arctan\Big(\frac{\tan2x}{\sqrt2} \Big)+C$$ by the universal substitution $\tan2x=y$. My question is: when I do this substitution should I bound x around $(-{\pi/4},{\pi/4})$ because arctan function is defined over $(-{\pi/2},{\pi/2})$? And if I bound it like this how to solve the definite integral?
Your antiderivative function $F(x)$ is discontinuous at $x = \tfrac{\pi}{4}$ in the interval $(0,\pi/2)$. So fundamental theorem of calculus has to be applied separately over $(0,\tfrac{\pi}{4})$ and $(\tfrac{\pi}{4}, \tfrac{\pi}{2})$.
$$\int^{\pi/2}_{0} \frac{1}{\sin^4x + \cos^4 x} \,dx = \int^{\pi/4}_{0} \frac{1}{\sin^4x + \cos^4 x} \,dx+ \int^{\pi/2}_{\pi/4} \frac{1}{\sin^4x + \cos^4 x} \,dx \\ = F(\tfrac{\pi}{4}^{-}) - F(0) + F(\tfrac{\pi}{2}) - F(\tfrac{\pi}{4}^+)$$
Here $F(\tfrac{\pi}{4}^{-})$ represents $\lim_{h\to 0^-} F(\tfrac{\pi}{4} +h)$ etc. This should give you answer as $\frac{\pi}{\sqrt 2}$.
Side Note:
Here it is easier to find antiderivative using $\tan^2 x = u.$