We have
$$
x^2\sin(x^4)=\sum_{k=0}^\infty \frac{(-1)^kx^{8k+6}}{(2k+1)!},
$$
and hence
$$
\int_0^1 x^2\sin(x^4)\,dx=\sum_{k=0}^\infty \frac{(-1)^k}{(2k+1)!(8k+7)}.
$$
Also,
$$
\sin x=x-\frac{x^3}{3!}+\cdots+\frac{(-1)^nx^{2n+1}}{(2n+1)!}\sin^{(2n+1)}(\xi),
$$
for some $\xi\in (0,x)$. Hence
$$
\left|\,\sin x-x+\frac{x^3}{3!}+\cdots+\frac{(-1)^{k}x^{2k-1}}{(2k-1)!}\,\right|<\frac{1}{(2k+1)!},
$$
when $\lvert x\rvert<1$, and thus
$$
\left|\,x^2\sin x^4-x^6+\frac{x^{10}}{3!}+\cdots+\frac{(-1)^{k}x^{8k+6}}{(2k-1)!}\,\right|<\frac{1}{(2k+1)!},
$$
as well. So
$$
\left|\,\int_0^1 x^2\sin x^4\,dx-\sum_{k=0}^{n-1} \frac{(-1)^k}{(2k+1)!(8k+7)}\right|<\frac{1}{(2n+1)!}.
$$
Thus, you need to pick $n$, so that $\frac{1}{(2n+1)!}<10^{-3}$. Note that $n=3$ does your approximation.