I've tried looking at
$$\mathcal{F}\left(\sin(t)e^{-x^2}\right) = \dfrac{1}{\sqrt{\tau}}\int_{-\infty}^\infty \sin(x)e^{-x^2}e^{-iwx}\,\mathrm{d}x$$
but this seems like a dead end, as I don't know any easy ways to integrate $e^{-x^2}$ to make use of partial integration
I thought there might be some trick involving the derivatives of $f(x)$, as there is with $e^{-x^2}$, but I can't see any obvious solutions using that either, as $f(x ) = \dfrac{\cos(x)e^{-x^2}-f'(x)}{2x}$.
Hints (although already indicated by Did): You may write $\sin x = \frac{e^{ix}-e^{-ix}}{2i}$ and then use $$e^{-z^2}\int_{-\infty}^{\infty} e^{-x^2 - 2zx} dx =\int_{-\infty}^{\infty} e^{-(x+z)^2} dx = \sqrt{\pi}$$ valid for any complex number $z$.