The integrand is even, so we can change the limits to $0 \le u \le \infty$ and double the answer.
$I = 2\displaystyle\int\limits_0^{\infty} \dfrac{1}{(1 + u^2)^{(7 - p)/2}} du$
Let $u = \tan x$, then $du = \sec^2 x \,dx$.
$\begin{align}
\therefore I & = 2\int_0^{\pi/2}\dfrac{1}{(\sec x)^{(7 - p)}}\sec^2 x \,dx\\
& = 2\int_0^{\pi/2} (\sec x)^{p - 5} \,dx\\
& = 2\int_0^{\pi/2} \sin^0 x \,\cos^{5 - p} x \,dx\\
& = \beta\left(\dfrac 1 2, \dfrac{6 - p}{2} \right)\\
& = \dfrac{\Gamma\left( \dfrac 1 2 \right) \Gamma \left( \dfrac{6 - p}{2} \right)}{\Gamma\left(\dfrac{7 - p}{2} \right)}\\
& = \boxed{\sqrt{\pi} \dfrac{\Gamma\left[ \frac 1 2 (6 - p) \right]}{\Gamma\left[ \frac 1 2 (7 - p) \right]}}
\end{align}$
Note:
- $\displaystyle\int\limits_0^{\pi/2} \cos^p \theta \sin^q \theta \,d\theta = \beta\left( \dfrac{p + 1}{2}, \dfrac{q + 1}{2} \right)$
- $\beta(m, n) = \dfrac{\Gamma(m)\Gamma(n)}{\Gamma(m + n)}$