$$\left(\frac{\ d}{dx}+2x\right)·\left(\frac{\ dy}{dx}+2xy\right)= 2e^{-x^2}$$
When ı solve this differential equation, ı multiply both sides with $y$ then $\frac{d}{dx}(y)=0$. But then ı realised it is wrong usage mathematically. It does not mean multiplication. At the end ı thought that $\frac{d}{dx}$ is already equals to $0$ because if the operator $\frac{d}{dx}$ is alone, it means a derivative of constant function $f(x)=1$. $\frac{d}{dx}(1)=0$. Then the differential equation solved.
But I'm still not sure. Am I right or not?
The equation is given compactly. You can't consider $\frac{d}{dx}$ as $\frac{d}{dx}(1) = 0$.
Expand it and use $\frac{d}{dx}\left(\frac{dy}{dx}\right) = \frac{d^2y}{dx^2}$ to get,
$\begin{align}&\left[\frac{d^2y}{dx^2} + \frac{d}{dx}(2xy)\right] +\left[2x\frac{dy}{dx}+4x^2y\right] = 2e^{-x^2}\\\\ \Rightarrow&\left[\frac{d^2y}{dx^2} + 2x\frac{dy}{dx} +2y\right] +\left[2x\frac{dy}{dx}+4x^2y\right] = 2e^{-x^2}\\\\ \Rightarrow&\frac{d^2y}{dx^2} + 4x\frac{dy}{dx} +2y +4x^2y = 2e^{-x^2}\end{align}$