Suppose we have that \begin{equation} \frac{\psi_1(x)}{x}-\frac{1}{2}\Big(1-\frac{1}{x}\Big)^2=\frac{1}{2 \pi i} \int\limits_{c-\infty i}^{c+\infty i} \frac{x^{z-1}}{z(z+1)}\Big(-\frac{\zeta'(z)}{\zeta(z)}-\frac{1}{z-1}\Big) \mathop{dz} \end{equation} If we sustitute $z=c+it$, then we have \begin{align} \frac{\psi_1(x)}{x}-\frac{1}{2}\Big(1-\frac{1}{x}\Big)^2&=\frac{1}{2 \pi i} \int\limits_{c-\infty i}^{c+\infty i} x^{c+it-1} f(c+it) \mathop{dz} \\ &=\frac{x^{c-1}}{2 \pi }\int\limits_{-\infty }^{\infty } e^{it \operatorname{log}(x)} f(c+it) \mathop{dt} \end{align}
where \begin{equation} f(z)= \frac{x^{z-1}}{z(z+1)}\Big(-\frac{\zeta'(z)}{\zeta(z)}-\frac{1}{z-1}\Big) \end{equation}
I couldn't understand what happens during the substitution. Can anyone make it clear for me? If we substitute $z=c+it$ then how will $dz$ and $dt$ be related? Will $dz=i dt$?
In the first line of your equation, you should have written \[ \cdots \equiv \frac{1}{2 \pi i } \int_{c - i \infty}^{c + i \infty} x^{z - 1} f(z)dz \] and then contour integral $z = c + it$, $dz = i dt$.
Please don't doubt the proof of the Prime Number Theorem. Once you come to this stage, you only need the facts that