I will assume that you want to calculate:
The first integral,
$$\int_{-\infty}^{\infty}e^{-t^2}tu(t-4)\,dt$$
This one:
$$y(t)=\int_{-\infty}^{\infty}-(t-\sigma)\mathrm{e}^{-(t-\sigma)}u(t-\sigma)\sigma^2\mathrm{e}^{-\sigma}\sin(\sigma)u(\sigma)\,d\sigma\qquad t\geq0$$
And the last one:
$$\int_{-\infty}^{\infty}h(t-\tau)x(\tau)\,d\tau$$
with
$$x(t)=\delta(t)\mathrm{e}^{-t}-u(t)$$
Let's go step by step.
FIRST:
$$\int_{-\infty}^{\infty}e^{-t^2}tu(t-4)\,dt$$
Note that the step function u(t-4) means that, before t=4, all the integrand is being multiplied by 0, so:
$$\int_{-\infty}^{\infty}e^{-t^2}tu(t-4)\,dt=\int_{4}^{\infty}e^{-t^2}t\,dt$$
Now, notice that
$$\frac{d}{dt}\mathrm{e}^{-t^2}=-2t\mathrm{e}^{-t^2}$$
so
$$\int_{4}^{\infty}e^{-t^2}t\,dt=-\frac{1}{2}\mathrm{e}^{-t^2}\Bigg|_4^{\infty}=\frac{1}{2}\mathrm{e}^{-16}$$
SECOND:
Notice that
$$
\begin{array}{rcl}
y(t)&=&\int_{-\infty}^{\infty}-(t-\sigma)\mathrm{e}^{-(t-\sigma)}u(t-\sigma)\sigma^2\mathrm{e}^{-\sigma}\sin(\sigma)u(\sigma)\,d\sigma\\
&=&\int_{0}^{t}-(t-\sigma)\mathrm{e}^{-(t-\sigma)}\sigma^2\mathrm{e}^{-\sigma}\sin(\sigma)\,d\sigma\\
&=&\mathrm{e}^{-t}\int_{0}^{t}-(t-\sigma)\sigma^2\sin(\sigma)\,d\sigma\\
&=&-t\mathrm{e}^{-t}\int_{0}^{t}\sigma^2\sin(\sigma)\,d\sigma+\mathrm{e}^{-t}\int_{0}^{t}\sigma^3\sin(\sigma)\,d\sigma\\
\end{array}$$
Both integrals can be solved using integration by parts. The first one, let u=sigma^2 and dv=sin(sigma), so
$$\begin{array}{rcl}
\int_{0}^{t}\sigma^2\sin(\sigma)\,d\sigma&=&-\sigma^2\cos(\sigma)\Bigg|_0^t+\int_0^t\sigma\cos(\sigma)\,d\sigma\\
&=&-\sigma^2\cos(\sigma)\Bigg|_0^t+2\sigma\sin(\sigma)\Bigg|_0^t-2\sigma\Bigg|_0^t\\
&=&-t^2\cos(t)+2t\sin(t)-2t
\end{array}$$
You even can use this result to calculate the second integral (I'll leave it to you).
THIRD: just hints
The important thing here is trying to describe h in terms of step functions. You can do it as:
$$h(t)=u(t-1)+u(t-2)-u(t-3)-u(t-4)$$
or, if you want, as rect (boxcar) functions:
$$h(t)=\sqcap(t-\frac{3}{2})+2\sqcap(t-\frac{5}{2})+\sqcap(t-\frac{7}{2})$$
If we take the first expression, then
$$\begin{array}{rcl}
h(t-\tau)x(\tau)&=&\bigg(u(t-\tau-1)+u(t-\tau-2)-u(t-\tau-3)-u(t-\tau-4)\bigg)\\
&&\cdot\bigg(\delta(\tau)\mathrm{e}^{-\tau}-u(\tau)\bigg)\\
&=&\delta(\tau)\mathrm{e}^{-\tau}u(t-\tau-1)-u(\tau)u(t-\tau-1)\\
&&+\delta(\tau)\mathrm{e}^{-\tau}u(t-\tau-2)-u(\tau)u(t-\tau-2)\\
&&-\delta(\tau)\mathrm{e}^{-\tau}u(t-\tau-3)+u(\tau)u(t-\tau-3)\\
&&-\delta(\tau)\mathrm{e}^{-\tau}u(t-\tau-4)+u(\tau)u(t-\tau-4)
\end{array}$$
HINT: Note that, if t0 is in the integration interval (a,b), the Dirac delta satisfies
$$\int_a^b\delta(t-t_0)f(t)\,dt=f(t_0)$$
Then, note that for the Dirac delta in x(t), t_0=0.