The integral is $\int\left(\,1 + n^{2}\,\right)^{-1/4}\,{\rm d}n$ is not quite possible, so I should make a comparison test. What is your suggestion?
EDIT: And what about the series $$ \sum\left(\, 1 + n^{2}\,\right)^{-1/4} \cos\left(\, n\pi \over 6\,\right) $$ Does it converge or diverge?
As has been mentioned, $(1+n^2)^{-1/4}\ge\frac1{\sqrt{2n}}$ which diverges by the integral test.
Since $\cos(x+\pi)=-\cos(x)$, we have that $$ \begin{align} \sum_{k=n}^{n+11}\cos\left(\frac{k\pi}6\right) &=\sum_{k=n}^{n+5}\left[\cos\left(\frac{k\pi}6\right)+\cos\left(\frac{k\pi}6+\pi\right)\right]\\ &=\sum_{k=n}^{n+5}\left[\cos\left(\frac{k\pi}6\right)-\cos\left(\frac{k\pi}6\right)\right]\\[9pt] &=0 \end{align} $$ That is, the sum of any $12$ consecutive values of $\cos\left(\frac{k\pi}6\right)$ is $0$. Thus, since it has period $12$, $$ \sum_{k=0}^n\cos\left(\frac{k\pi}6\right) $$ is bounded independent of $n$. Therefore, because $(1+n^2)^{-1/4}$ monotonically decreases to $0$, the Dirichlet Test says that $$ \sum_{k=0}^\infty(1+k^2)^{-1/4}\cos\left(\frac{k\pi}6\right) $$ converges.