I understand
$$ \int_{-\infty}^{\infty} e^{-\alpha x^2} x^{2n} dx =\frac{(2n-1)!!}{2^n}\sqrt{\frac{\pi}{\alpha^{2n+1}}} \quad (\alpha \in \mathbb{C}, \, \text{Re} \,\alpha>0) $$
But I can't prove the following generalized version.
$$ \int_{-\infty}^{\infty} e^{-\alpha(x-c)^2} x^{2n} dx =\int_{-\infty}^{\infty} e^{-\alpha x^2} x^{2n} dx \quad (c \in \mathbb{C}, \,\alpha \in \mathbb{C}, \, \text{Re} \,\alpha>0) $$
How can I prove?
I understand well if it goes
$$ \int_{-\infty}^{\infty} e^{-\alpha(x-c)^2} (x-c)^{2n} dx =\int_{-\infty}^{\infty} e^{-\alpha x^2} x^{2n} dx \quad (c \in \mathbb{C}, \,\alpha \in \mathbb{C}, \, \text{Re} \,\alpha>0) $$
This is not an answer but it is too long for a comment.
Changing variable $x=y+c$, it is obvious that $$I_n=\int_{-\infty}^{\infty} e^{-\alpha(x-c)^2} x^{2n} dx =\int_{-\infty}^{\infty} e^{-\alpha y^2} (y+c)^{2n} dx$$ but $$I_n \neq \int_{-\infty}^{\infty} e^{-\alpha y^2} y^{2n} dy$$ which, as @user1952009 commented, would not depend on $c$.
I computed a few of these integrals $$I_1=\frac{\sqrt{\pi } \left(2 \alpha c^2+1\right)}{2 \alpha ^{3/2}}$$ $$I_2=\frac{\sqrt{\pi } \left(4 \alpha ^2 c^4+12 \alpha c^2+3\right)}{4 \alpha ^{5/2}}$$ $$I_3=\frac{\sqrt{\pi } \left(8 \alpha ^3 c^6+60 \alpha ^2 c^4+90 \alpha c^2+15\right)}{8 \alpha ^{7/2}}$$ $$I_4=\frac{\sqrt{\pi } \left(16 \alpha ^4 c^8+224 \alpha ^3 c^6+840 \alpha ^2 c^4+840 \alpha c^2+105\right)}{16 \alpha ^{9/2}}$$ To compute these integrals, you need to expand $(y+c)^{2n}$ using the binomial theorem $$(y+c)^{2n}=\sum_{k=0}^{2n}\binom{2 n}{k}y^k c^{2n-k} $$ and notice that, for odd powers of $k$, $$\int_{-\infty}^{\infty} e^{-\alpha y^2} y^{2k+1} dy=0$$ while $$\int_{-\infty}^{\infty} e^{-\alpha y^2} y^{2k} dy=\alpha ^{-(k+\frac{1}{2})} \Gamma \left(k+\frac{1}{2}\right)$$
I suppose that what they wanted is to show that
$$I_n=\int_{-\infty}^{\infty} e^{-\alpha(x-c)^2} x^{2n} dx =\sum_{k=0}^{n} C_{2k}\int_{-\infty}^{\infty} e^{-\alpha y^2} y^{2k} dx$$