I must compute the double integral
$$\iint_D x^6y^6 dx dy$$
where
$$D = \left\{ (x,y) : x^{2}\le y\le x^{1/8} \right\}$$
Functions $x^2=x^{1/8}$ are going to be equal for $0$ and $1$. The region looks as follows.
So, I have
$$\int_0^1 \left[ \cfrac{x^6y^7}{7} \right]_{x^2}^{x^{1/8}}$$
But that gives me
$$\left[ \cfrac{x^{55/8}-x^{20}}{7} \right]_{0}^{1} = 0$$
I am missing a big chunk of the theory. But, what?

So, let's recap what you've done so far. You've represented your double integral as an iterated integral in the following order: $$\iint_D x^6y^6\,dx\,dy=\int_0^1\int_{x^2}^{x^{1/8}} x^6y^6\,dy\,dx=\cdots$$ Then you evaluated the inside integral: $$\cdots=\int_0^1\left[\frac{x^6y^7}{7}\right]_{y=x^2}^{y=x^{1/8}}\,dx=\int_0^1\left[\frac{x^{55/8}-x^{20}}{7}\right]\,dx.$$ So far everything is good! But then your mistake is that it's too early to plug in the limits of integration $0$ and $1$ for $x$ into the expression in the brackets as you did. You must integrate the remaining integral first (i.e. find its antiderivative), and only then do you plug in the numbers.