Let $a,b$ be any three positive numbers so that $a^2+b^2=c^2$
You can always create a line segment of any (positive) length. So create one of length $a $. Call it $l_1$.
You can always construct an angle at any point of a line of any degree. So construct a right angle at the endpoint of $l_1$.
You can always extend a line or ray any distance. So extend the ray we created in second paragraph a distance of $b $. This creates a line segment. Call it $l_2$.
We can always connect two points with a unique line segment. So connect the opposite endpoints of $l_1$ and $l_2$.
We've just constructed a triangle. It is a right triangle because it has a right angle. It has a leg of length $a $ and another of length $b $.
By the pythagorean theorem the hypotenuse is of length so that $h^2=a^2+b^2=c^2$ so $h^2=c^2$. As $h $ and $c $ are both positive $h=c$.
So we've created just such a triangle asked.
That really was pretty obvious.
That said I strongly suspect you are misunderstanding the question as it is bizarrely trivial. I imagine the question was the hypotenuse was prime, a leg prome, and the second leg an integer.
So $a = \sqrt {p^2-q^2} \in \mathbb N; p, q$ prime. That is not quite so trivial. ($4,3,5$ is one. $12,5,13$ is another...)
.....
Oh, so as to triangle inequality:
$a + b = \sqrt {a^2+2ab+b^2}>\sqrt {a^2+b^2}=c $
$a+c > c =\sqrt {a^2+b^2}>\sqrt {b^2}=b $
$b+c > c =\sqrt {a^2+b^2}>\sqrt {a^2}=a $
so triangle inequality holds.
Or to put it in your terms. Is $p < \sqrt{q^2-p^2}+q $?
Yes. Let $c = \sqrt {q^2-p^2} $
$c^2 +p^2 = q^2$
$p^2 = q^2-c^2 < q^2$
So $p <q $ and $p <q +c $. (By quite a lot actually).
Is $c < p+q$?
Yes. $c = \sqrt {q^2-p^2}<\sqrt {q^2}=q <p+q $.
Is $q < p+c $ (this is the only really relevant case).
Yes. $q^2 = p^2 + c^2 < p^2+2pc+c^2=(p+c)^2$
So $q < p+c $.