Put $tany = t$
and by differentiating both sides we get,
$sec^2y dy= dt$ --------(1)
Now put (1) in the given differential euation,
$\frac{\mathrm{d} t}{\mathrm{d} x} + x*t = x^{3}$ --------------> Linear Differential Equation
Integrating factor => IF=$e^{\int xdx}$ = $e^{\tfrac{x^2}{2}}$