The statement must be false because if $b=0$ then $x$ or $y$ must be $0$. If $x$ is $0$ we get from $I$ that $-y^2=a\iff y^2 = -a$. Wouldn't that be a contradiction to the statement? Because if $a>0$ then there is no solution for the equation System, vice versa if $y=0$ and $a<0$.
For the general case I have assumed that $b\neq 0$ and therefore from $II$ we get $y=\frac{b}{2x}$, substituting with $I \Longrightarrow x^2-(\frac{b}{2x})^2=a\iff 4x^4 - b^2 = 4x^2a \iff x^4 -ax^2 - \frac{b^2}{4}=0 (*)$
Completing the square
$(*)\iff x^4 - 2\frac{ax^2}{2}-\frac{b^2}{4} \iff x^4 - 2\frac{ax^2}{2} +\frac{a^2}{4}-\frac{b^2}{4}-\frac{a^2}{4}\iff (x^2 - \frac{a}{2})^2+\frac{-b^2-a^2}{4}=0$
$\Rightarrow x^2-\frac{a}{2}=\sqrt{\frac{b^2+a^2}{4}} \Rightarrow x^2=\sqrt{\frac{b^2+a^2}{4}}+\frac{a}{2} \Rightarrow x = \pm \sqrt{\sqrt{\frac{b^2+a^2}{4}}+\frac{a}{2}}$
$II\Longrightarrow y= \frac{b}{2(\pm \sqrt{\sqrt{\frac{b^2+a^2}{4}}+\frac{a}{2}})}$
Can somebody tell my whether this Solutions are Right or not because when I have tried to verify it I end up with that term:
$\frac{5a^2+a(5\sqrt\frac{b^2+a^2}{4})(4\sqrt{\frac{b^2+a^2}{4}}+\frac{a}{2})}{4}$ which should be equal to $a$
Thank you for your time.

Actually, the statement is true even if $b=0$: just take $(x,y)=\left(\pm\sqrt a,0\right)$ if $a\geqslant0$ and $(x,y)=\left(0,\pm\sqrt{-a}\right)$.
Otherwise, your approach is fine, but not your computations. You should have obtained, when $b\neq0$,$$\pm\left(\sqrt{\frac{a+\sqrt{a^2+b^2}}2},\frac b{|b|}\sqrt{\frac{-a+\sqrt{a^2+b^2}}2}\right),$$where, of course,$$\frac b{\lvert b\rvert}=\begin{cases}1&\text{ if }b>0\\-1&\text{ otherwise.}\end{cases}$$