Just some working out in progress.
Well, we are trying to find the following integral:
$$\mathcal{I}_\text{n}\left(\text{k},\alpha\right):=\int_0^\infty\frac{\cos\left(\text{k}x\right)}{\alpha^2+x^\text{n}}\space\text{d}x\tag1$$
To calculate the integral, we first note we may write that:
$$\frac{1}{\alpha^2+x^\text{n}}=\int_0^\infty\exp\left(-\left(\alpha^2+x^\text{n}\right)\text{y}\right)\space\text{dy}\tag2$$
And then we have:
$$\mathcal{I}_\text{n}\left(\text{k},\alpha\right)=\int_0^\infty\left(\int_0^\infty\cos\left(\text{k}x\right)\exp\left(-\left(\alpha^2+x^\text{n}\right)\text{y}\right)\space\text{dy}\right)\space\text{d}x\tag3$$
Change the integration order assuming the value of the integral preserves:
$$\mathcal{I}_\text{n}\left(\text{k},\alpha\right)=\int_0^\infty\exp\left(-\text{y}\alpha^2\right)\left(\int_0^\infty\cos\left(\text{k}x\right)\exp\left(-\text{y}x^\text{n}\right)\space\text{d}x\right)\space\text{dy}\tag4$$
Make use of the power series of $\cos x$:
$$\mathcal{I}_\text{n}\left(\text{k},\alpha\right)=\int_0^\infty\exp\left(-\text{y}\alpha^2\right)\left(\int_0^\infty\sum_{\text{m}\space\ge\space0}\frac{\left(-1\right)^\text{m}\left(\text{k}x\right)^{2\text{m}}}{\left(2\text{m}\right)!}\cdot\exp\left(-\text{y}x^\text{n}\right)\space\text{d}x\right)\space\text{dy}\tag5$$
Which gives:
$$\mathcal{I}_\text{n}\left(\text{k},\alpha\right)=\int_0^\infty\exp\left(-\text{y}\alpha^2\right)\left(\sum_{\text{m}\space\ge\space0}\frac{\left(-1\right)^\text{m}\text{k}^{2\text{m}}}{\left(2\text{m}\right)!}\int_0^\infty x^{2\text{m}}\exp\left(-\text{y}x^\text{n}\right)\space\text{d}x\right)\space\text{dy}\tag6$$
If you substitute:
$$\text{s}=\text{y}^\frac{2\text{m}+1}{\text{n}}\cdot x^{2\text{m}+1}\tag7$$
We will get:
$$\int_0^\infty x^{2\text{m}}\exp\left(-\text{y}x^\text{n}\right)\space\text{d}x=\frac{\text{y}^{-\left(\frac{2\text{m}}{\text{n}}+\frac{1}{\text{n}}\right)}}{2\text{m}+1}\int_0^\infty\exp\left(-\text{s}^\frac{\text{n}}{2\text{m}+1}\right)\space\text{ds}\tag8$$
Which is defined in terms of the incomplete gamma function:
$$\int_0^\infty\exp\left(-\text{s}^\frac{\text{n}}{2\text{m}+1}\right)\space\text{ds}=-\frac{2\text{m}+1}{\text{n}}\cdot\left[\Gamma\left(\frac{2\text{m}+1}{\text{n}},\text{s}^\frac{\text{n}}{2\text{m}+1}\right)\right]_0^\infty\tag9$$
So:
$$\int_0^\infty x^{2\text{m}}\exp\left(-\text{y}x^\text{n}\right)\space\text{d}x=\frac{\text{y}^{-\left(\frac{2\text{m}}{\text{n}}+\frac{1}{\text{n}}\right)}}{\text{n}}\cdot\left[\Gamma\left(\frac{2\text{m}+1}{\text{n}},\text{s}^\frac{\text{n}}{2\text{m}+1}\right)\right]_\infty^0\tag{10}$$
Which gives:
$$\int_0^\infty x^{2\text{m}}\exp\left(-\text{y}x^\text{n}\right)\space\text{d}x=\frac{\text{y}^{-\left(\frac{2\text{m}}{\text{n}}+\frac{1}{\text{n}}\right)}}{\text{n}}\cdot\Gamma\left(\frac{2\text{m}+1}{\text{n}}\right)\tag{11}$$
So:
$$\mathcal{I}_\text{n}\left(\text{k},\alpha\right)=\frac{1}{\text{n}}\sum_{\text{m}\space\ge\space0}\frac{\left(-1\right)^\text{m}\text{k}^{2\text{m}}}{\left(2\text{m}\right)!}\cdot\Gamma\left(\frac{2\text{m}+1}{\text{n}}\right)\int_0^\infty\exp\left(-\text{y}\alpha^2\right)\text{y}^{-\left(\frac{2\text{m}}{\text{n}}+\frac{1}{\text{n}}\right)}\space\text{dy}\tag{12}$$
>!.) This will keep those who visit Math.SE to help people (the primary purpose of this site) from wasting their time explaining things you already understand. Cheers! – Blue Jan 22 '22 at 16:40