Well, the first step would be to take a Calculus course! Have you done that? If you have then you should know what "Making the transformation" means. You are told to make the substitution \(\displaystyle u= \beta(T- s)\). Differentiating, \(\displaystyle du= -\beta ds\) so that \(\displaystyle ds= -\frac{1}{\beta}du\) and \(\displaystyle s= T- \frac{u}{\beta}\). Make those substitutions in the integral. Don't forget to write the limits of integration, \(\displaystyle s= T\) and \(\displaystyle s= t\) in terms of u= something. Also you will need to use the fact that \(\displaystyle \int_a^b f(x)dx= -\int_b^a f(x)dx\).
