You don't use chain rule to integrate. Chain rule is used for derivation. Integration by parts sounds like a logical choice.
Here is what I came up with:
int [sin(x)*sin(nx)],
let u = sin(x)
du = con(x)dx
dv = sin(nx) dx
v = -1/n cos(nx)
using integration by parts formula,
-1/n cos(nx)*sin(x)+int [1/n cos(nx)* cos(x) dx ]
let's integrate second part of above,
let u = cos(x)
du = -sin(x)dx
dv = cos(nx) dx
v = 1/n sin(nx)
using integration by parts formula again for the second part,
-1/n cos(nx)*sin(x)+1/n^2[sin (nx)*cos(x)- int sin(nx)*sin(x) dx]
1/n^2 int [sin(nx)*sin(x)dx] = -1/n cos(nx)*sin(x)+1/n^2[sin (nx)cos(x)]
int [sin(nx)*sin(x)dx] = -n cos(nx)*sin(x)+[sin (nx)*cos(x)]
Please double check my answer.