I'm going to assume that I is not the imaginary number but a positive real constant. Using Mathematica I get the following (after changing I to i which might be the issue with Wolfram|Alpha):
Integrate[i*y^2/((x - x0)^2 + y^2), {x, -\[Infinity], \[Infinity]}, Assumptions -> {x0 \[Element] Reals, y > 0, i > 0}]
(* i \[Pi] y *)
