I heard that you can integrate
$$\begin{align}I(k)=\frac{2\pi}{i k^2}\int_0^{\infty}\left(e^{-ir }-e^{ir }\right)dr \end{align}$$ in the sense of tempered distribution. Unfortunately, I am only familiar with "standard integration", but I need this integral for a physics exercise which is why I wanted to ask here if anybody could show me, how such an integral is calculated?
I should have finished my answer on your original question even though there was an accepted answer, sorry for that. Seeing that things are not yet clear for you, I chose to post it here instead.
The Fourier transformation $\mathcal{F}$ of a tempered distribution $u \in \mathcal{S}'$ is defined as the "adjoint" of the Fourier transformation on the Schwartz space $\mathcal{S}$, that is $\mathcal{F}u:=u \circ \mathcal{F}$ (or $\forall \phi \in \mathcal{S}: (\mathcal{F}u)(\phi)=u(\mathcal{F}(\phi))$ if you wish). You are given the tempered distribution $u_{\frac{1}{\vert x \vert}} \in \mathcal{S}'(\mathbb{R}^{3})$ defined through $u_{\frac{1}{\vert x \vert}}(\phi):=\int\limits_{\mathbb{R}^{3}}\frac{1}{\vert x \vert} \phi(x) \, \text{d}x$. By dominated convergence, $(\mathcal{F}u_{\frac{1}{\vert x \vert}})(\phi)=\lim\limits_{\epsilon \searrow 0} \int\limits_{\mathbb{R^{3}}}\frac{1}{\vert x \vert} e^{-\epsilon \vert x \vert} (\mathcal{F}\phi)(x) \, \text{d}x$. But for $\epsilon > 0$, the function $x \mapsto \frac{1}{\vert x \vert} e^{-\epsilon \vert x \vert}$ lies in $L^{1}(\mathbb{R}^{3}) \cap L^{2}(\mathbb{R}^{3})$, so we may use the direct consequence of Fubini's theorem that $\int f (\mathcal{F}\phi) = \int (\mathcal{F}f) \phi$ for certain functions and compute the Fourier transformation of $\frac{1}{\vert x \vert} e^{-\epsilon \vert x \vert}$ in the usual sense.
For $k \neq 0$ ($k=0$ is easily done), pick $R \in \text{O}(3)$ with $Rk=\vert k \vert e_{3}$. Substituting $x=R^{t}y$ and then changing to polar coordinates gives us for the Fourier transformation $$\begin{aligned}\int\limits_{\mathbb{R^{3}}}\frac{1}{\vert x \vert} e^{-\epsilon \vert x \vert+i \langle k, x \rangle } \, \text{d}x &= \int\limits_{\mathbb{R^{3}}}\frac{1}{\vert y \vert} e^{-\epsilon \vert y \vert+i \vert k \vert y_{3} } \, \text{d}y = \int\limits_{0}^{\infty}\int\limits_{0}^{2 \pi}\int\limits_{0}^{\pi} e^{-\epsilon r+i \vert k \vert r \cos(\theta) } r \sin(\theta)\, \text{d}\theta \, \text{d}\phi \, \text{d}r \\ &= 2 \pi \int\limits_{0}^{\infty}\int\limits_{0}^{\pi} e^{-\epsilon r+i \vert k \vert r \cos(\theta) } r \sin(\theta) \, \text{d}\theta\, \text{d}r \stackrel{z=cos(\theta)}{=} 2 \pi \int\limits_{0}^{\infty}\int\limits_{-1}^{1} e^{-\epsilon r+i \vert k \vert r z } r \, \text{d}z \, \text{d}r \\ &= \frac{2 \pi}{i \vert k \vert} \int\limits_{0}^{\infty}(e^{-\epsilon r+i \vert k \vert r }-e^{-\epsilon r-i \vert k \vert r }) \, \text{d}r = \frac{2 \pi}{i \vert k \vert} \left( \frac{1}{\epsilon - i \vert k \vert} - \frac{1}{\epsilon + i \vert k \vert}\right) \\ &= \frac{4 \pi}{\epsilon^{2}+ \vert k \vert^{2}},\end{aligned}$$ which also holds for $k=0$. Inserting this into the definition of the Fourier transformation of tempered distributions and using dominated convergence again, we conclude that for all the Schwartz functions $\phi$ we have $$(\mathcal{F}u_{\frac{1}{\vert x \vert}})(\phi)=\int\limits_{\mathbb{R^{3}}}\frac{1}{\vert x \vert} (\mathcal{F}\phi)(x) \, \text{d}x =4 \pi \int\limits_{\mathbb{R^{3}}}\frac{1}{\vert x \vert^{2}} \phi(x) \, \text{d}x = u_{\frac{4 \pi}{ \vert x \vert^{2}}}(\phi) $$ or, loosely speaking, $$\mathcal{F}\left(\frac{1}{\vert x \vert}\right)(k)=\frac{4 \pi}{ \vert k \vert^{2}}.$$