If I have a function $f(x,y)$ that can be written as $g(x)+h(y)$ can I say that $$\int_a^b \int_a^{b} f(x,y) \,dx\,dy = \int_a^b g(x) \,dx + \int_a^b h(y) \,dy$$
So for Example, $\int_0^1 \int_0^{1} (x + y) \,dx\,dy$ = $\int_0^1 x \,dx$ + $\int_0^1 \,y dy $? When I tried to calculate the values I found put that they don't match. I just want to know why it is wrong.
You might accidentally get away this approach depending on the function and the limits of integration but in general that is not how you would do it. See here for a list of examples.
http://tutorial.math.lamar.edu/Classes/CalcIII/IteratedIntegrals.aspx